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(Lesson 7.3: Inverse Transform --- Continuous Examples.) If X is a Nor(0, 1) random variate, and P () is the Nor(0,1) c.d.f., what is the

(Lesson 7.3: Inverse Transform --- Continuous Examples.) If X is a Nor(0, 1) random variate, and P () is the Nor(0,1) c.d.f., what is the distribution of $ (X)? O a. Uniform O b. Normal c. Triangular O d. Exponential O e. Bernoulli

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