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Math Help - Continuous probability question

  1. #1
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    Continuous probability question

    We've just started continuous probability and I'm having a bit of trouble getting my head around this one.

    A continuous random variable A takes values in (p,q) with c.d.f. F, while we know that F is strictly increasing on (p,q). I want to show that Y=F(X) is uniformly distributed on (0,1). However, I'm not quite sure how to proceed. Can we use the formula relating the c.d.f. and the p.d.f. of X? I don't understand how F can be 'applied to' X in this context.
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    Quote Originally Posted by ProbStats View Post
    We've just started continuous probability and I'm having a bit of trouble getting my head around this one.

    A continuous random variable A takes values in (p,q) with c.d.f. F, while we know that F is strictly increasing on (p,q). I want to show that Y=F(X) is uniformly distributed on (0,1). However, I'm not quite sure how to proceed. Can we use the formula relating the c.d.f. and the p.d.f. of X? I don't understand how F can be 'applied to' X in this context.
    Also asked here: http://www.mathhelpforum.com/math-he...functions.html.

    Further discussion on the question can be done at the above thread whose link I've given.

    Thread closed.
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