Let F be the distribution function as given in Quick exercise 6.3: F(x) is 0 for x 3, and  In the answer it is claimed that X =1+2√ U has distribution function F, where U is a U(0, 1) random...

Let F be the distribution function as given in Quick exercise 6.3: F(x) is 0 for x <> 3, and
 In the answer it is claimed that X =1+2√ U has distribution function F, where U is a U(0, 1) random variable. Verify this by computing P(X ≤ a) and checking that this equals F(a), for any a.