Exercise 6.13 - Githubissues

ilmoi / MML-Book

Code / solutions for Mathematics for Machine Learning (MML Book)

957 stars 162 forks source link

Open asifzubair opened 3 years ago

asifzubair commented 3 years ago

While the solution is correct, I feel a more concise solution can be provided:

$P(Y \le y) = P(F(X) \le y) = P(X \le F^{-1}(y))) = F(F^{-1}(y)) = y$

Thus, Y is uniformly distributed.