- #1
Julio1
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Hi !, my problem is the following:
Let $F_X (x)$ an distribution function strictly monotone for the random variable $X$ and it's defined the new random variable $Y=F_X (X).$ Find the cumulative distribution function of $Y$.
Let $F_X (x)$ an distribution function strictly monotone for the random variable $X$ and it's defined the new random variable $Y=F_X (X).$ Find the cumulative distribution function of $Y$.
In this case, $F_X (x)$ is an cdf, but I don't how does for find the cdf of $Y.$ I think that need have the density function, but I don't have is information.
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