Revision as of 15:51, 20 October 2008 by Agautam (Talk)

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x = F-1(u)

Fx(x) = P(X <= x) = P(F-1(u) <= x) = P(u <= F(x))

Fu(U) = P[U<= u) = integral from -inf to +inf of 1 du = u

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