ThmDex – An index of mathematical definitions, results, and conjectures.
Transforming random real number to a uniform random real number
Formulation 0
Let $X \in \text{Random}(\mathbb{R})$ be a D3161: Random real number such that
(i) $F : \mathbb{R} \to [0, 1]$ is a D205: Probability distribution function for $X$
(ii) $F$ is an D3393: Invertible function with an D4024: Inverse function $F^{-1} : [0, 1] \to \mathbb{R}$
Then \begin{equation} F(X) \overset{d}{=} \text{Uniform}[0, 1] \end{equation}