Uniform distribution

Universality of the uniform distribution

Let π‘Œ ∼U(0,1), 𝐹 be the cumulative distribution function of a real random variable 𝑋 :πœ‰ →ℝ, and πΉβˆ’1 be the corresponding Quantile function. Then prob

𝐹(𝑋)βˆΌπ‘Œπ‘‹βˆΌπΉβˆ’1(π‘Œ)


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