Suppose XI, … , X„ form a sample from the standard normal. Show each of the followings a. is…

Suppose XI, … , X„ form a sample from the standard normal. Show each of the followings

a.  is equivalent to a sample from a uniform distribution on (0, 1). That is, show that for X a random variable with a standard normal distribution,

b. Let U1,…,Un be a sample from a uniform distribution on (0, 1). Explain why

Use (a) and

(b) to explain why

 

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