CDF of a random variable X follows a uniform distribution

[Sai_Kashyap_Cheruku]

In the first week’s assignment, it is given “In the lectures, you learned that if 𝑋 is a random variable with cdf 𝐹, then 𝐹(𝑋) follows a uniform distribution between 0 and 1. In other words, the new random variable 𝐹(𝑋) will be uniformly distributed between 0 and 1”.

What might be the reasoning behind this statement?

[Joao_Carlos_Lima_Sel]

I recommend you watch carefully the video “Sampling from a distribution” again.

I also frowned when I read this paragraph which doesn’t seem logical at first. But returning to the video I finally could understand it and realize such an outstanding mathematical property.