Probability definitions about Cumulative Density Function

19 Views Asked by At

I have some unclear questions as follows:

Problem 1:

$ X$: is defined as a random variable, so

$F_{X}(x)$: is its CDF. So what is is the difference between $F_{X}(x)$ vs $F(x)$ ?

Problem 2:

Let $U$~$\mathbf{U}[-1,1]$ (U: uniformly distributed variable) and

let $Z=F_{X}^{-1}(U)$, then $U=F_{X}(Z)$ it is strange if z is a variable of the CDF function.

so what is the meaning of $U=F_{X}(Z)$? (usually, we know $U=F_{X}(x)$ as a CDF of X)

Problem 3:

What is the difference between these definitions? $F_{X}(x)$ vs $F_{X}(X)$