Seonglae ChoCDF
For functions like min, you can first find the CDF using probability intervals and then differentiate it to get the PDF.
- is a non-decreasing function (Monotonic)
- If two probability distributions have the same CDF, they’re the same
- Two distinct probability distributions can’t have the same CDF, if two probability distributions have the same CDF, they’re the same. Inverse transform sampling
Random Variable X follows the probability distribution, then input into , results in a uniform