uniform degeneration
Last modified by Nikita Kapchenko on 2019/12/19 13:30
For any random variable Unknown macro: formula. Click on this message for details.
with its CDF Unknown macro: formula. Click on this message for details.
We always have Unknown macro: formula. Click on this message for details.
Proof.
Define random variable Unknown macro: formula. Click on this message for details.
with unknown yet distribution function Unknown macro: formula. Click on this message for details.
Unknown macro: formula. Click on this message for details.
some constant
Unknown macro: formula. Click on this message for details.
So by definition of uniform distribution Unknown macro: formula. Click on this message for details.
Check wikipedia for more info