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Citation bot (talk | contribs) Removed proxy/dead URL that duplicated identifier. | Use this bot. Report bugs. | Suggested by Corvus florensis | #UCB_webform 1839/2500 |
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& \Pr(F^{-1}(U) \leq x) \\
& {} = \Pr(U \leq F(x)) \quad &(F\text{ is right-continuous, so }\{u:F^{-1}(u)\le x\}=\{u:u\le F(x)\}) \\
& {} = F(x) \quad &(\text{because }\Pr(U \leq u) = u,\text{ when } U \text{ is uniform on }[0,1]) \\
\end{align}
</math>
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