1. The problem statement, all variables and given/known data Hi, There is one theorm in my Applied Probability course that I am having trouble understanding. It has to do with how to derive various types of random variables from the transformation X= g(U) It says, Let U be a uniform (0,1) random variable and let F(x) denote a cumulative distribution function with an inverse F^-1(u) defined for 0<u<1. The random variable X = F^-1(U) has a CDF FX(x) = F(x). I think my lack of understand of what F^-1(u) is hindering my understanding of this theorm. Would you be able to explain? 2. Relevant equations X= g(U) 3. The attempt at a solution From what I understand and the examples looked at, this theorm allows us derive random variables of different types, using the uniform random variable.