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ThmDex – An index of mathematical definitions, results, and conjectures.
Sublevel events do not necessarily coincide for identically distributed random variables
Formulation 0
Let ZN(0,1) be a D211: Standard gaussian random real number.
Let aR be a D993: Real number.
Then
(1) Zd=Z
(2) P(Za)=P(Za)
(3) {Za}{Za}
Also known as
Counterexample: identically distributed random variables with distinct sublevel events