In sweeting page 206, second paragraph, it mentioned that the marginal CDFs do not rely on the marginal distribution since they are the probabilities derived from these distributions. It sounds rather contradicting here. If the marginal CDFs are derived from the marginal distributions, then marginal CDFs rely on marginal distributions. Shouldn’t that be the case?
Yes, but the marginal CDFs produce a probability. So, the outcome from these is a U[0,1] regardless of the underlying distribution.
