Cumulative distribution function (cdf) question

User Generated

XhegT

Mathematics

Description

Prove or disprove: If X has a cdf F then P(F(X) <= a) <= a.  

Under what condition on F will you get P(F(X) <= a) = a?

User generated content is uploaded by users for the purposes of learning and should be used following Studypool's honor code & terms of service.

Explanation & Answer

When we have uniform distribution between the limits 0 and 1

P(F(X)<=a) <=a

When a= 1

P (F(X)<=1) =1



Anonymous
Really great stuff, couldn't ask for more.

Studypool
4.7
Trustpilot
4.5
Sitejabber
4.4

Related Tags