1. The problem statement, all variables and given/known data Let X be a continuous random variable with cumulative distribution function given by F(x) = P(X<x). Define a new random variable U=F(X). 2. Relevant equations 3. The attempt at a solution OK so to solve this problem I first say U=F(X). F(u)=P(F(X)<u) which means F(u)=P(U<u) is this how i should solve this problem?