3. Let X be a random variable with distribution function P(X ≤x} = { 0 x 1 if x ≤ 0, if 0 < x ≤ 1, if x > 1. Let F be a distribution function which is continuous and strictly increasing. Show that Y = F-¹(X) is a random variable having distribution function F. Is it necessary that F be continuous and/or strictly increasing?

A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
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3. Let X be a random variable with distribution function
P(X ≤x} =
0
x
1
if x ≤ 0,
if 0 < x ≤ 1,
if x > 1.
Let F be a distribution function which is continuous and strictly increasing. Show that Y = F-¹(X)
is a random variable having distribution function F. Is it necessary that F be continuous and/or strictly
increasing?
Transcribed Image Text:3. Let X be a random variable with distribution function P(X ≤x} = 0 x 1 if x ≤ 0, if 0 < x ≤ 1, if x > 1. Let F be a distribution function which is continuous and strictly increasing. Show that Y = F-¹(X) is a random variable having distribution function F. Is it necessary that F be continuous and/or strictly increasing?
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