Cumulative Distribution Function(c.d.f)

Discussion in 'Math' started by i_am_the_thorn, Feb 21, 2010.

  1. i_am_the_thorn

    Thread Starter New Member

    Feb 14, 2010
    10
    0
    Q) Suppose F is the c.d.f of the random variable X, then what is the c.d.f of Y=F(X);

    The answer is F(y)=y; therefore f(y)=1; y is in [0,1]

    f(y)= probability distribution funtion

    but in calculating this i had to assume that F(X) is monotonic which might not be the case
     
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