2.5 Prove the probability-integral transformation (Theorem 2.5.1) by finding the moment-generating function of the random variable YFX(X),
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2.5 Prove the probability-integral transformation (Theorem 2.5.1) by finding the moment-generating function of the random variable Y¼FX(X), where X is absolutely continuous and has cdf FX.
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Nonparametric Statistical Inference
ISBN: 9781420077612
5th Edition
Authors: Jean Dickinson Gibbons, Subhabrata Chakraborti
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