I want to check the "probability integral transform" theorem using R.
Let's suppose X
is an exponential random variable with lambda = 5
.
I want to check that the random variable Y = F_X = 1 - exp(-5*X)
has a uniform (0,1) distribution.
How would you do it?
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How to check in R that the random variable Y "cumulative distribution funcion" is uniform
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