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stats_student
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Homework Statement
Let X be a continuous random variable with cumulative distribution function given by F(x) = P(X<x).
Define a new random variable U=F(X).
Homework Equations
The Attempt at a Solution
OK so to solve this problem I first say U=F(X).
F(u)=P(F(X)<u)
which means
F(u)=P(U<u)
is this how i should solve this problem?
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