Let $X \in \text{Random}(\mathbb{R})$ be a D3161: Random real number such that
Let $U \overset{d}{=} \text{Uniform}[0, 1]$ be a D4624: Standard unsigned uniform random real number.
(i) | $F : \mathbb{R} \to [0, 1]$ is a D205: Probability distribution function for $X$ |
(ii) | $F$ is an D3393: Invertible function with an D4024: Inverse function $F^{-1} : [0, 1] \to \mathbb{R}$ |
Then
\begin{equation}
F^{-1}(U)
\overset{d}{=} X
\end{equation}