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Remark
(1) The distribution given by is called a uniform distribution over the interval [0,1].
(2) The above result is particularly important in simulating a random variable with a particular distribution function.
We assumed to be one-to-one function for invariability. However, the result is more general -
the random variable defined by the distribution function of any random variable is uniformly distributed
over [0,1]
For example, if is a discrete RV,
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