15. Let g be a nonnegative real-valued function on R that R satisfies the relation ...

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15. Let g be a nonnegative real-valued function on R that R satisfies the relation

∞

−∞

g(t) dt = 1. Show that if, for a random variable X, the random variable Y =

R X

−∞

g(t) dt is uniform, then g is the probability density function of X.

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Fundamentals Of Probability With Stochastic Processes

ISBN: 9780429856273

4th Edition

Authors: Saeed Ghahramani

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Question Posted: Nov 18, 2024 12:00 AM

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15. Let g be a nonnegative real-valued function on R that R satisfies the relation ...

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Fundamentals Of Probability With Stochastic Processes

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