Let Fn, n ( 1, be d.f.s of r.v.s and suppose that Where F is a d.f.

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Let Fn, n ( 1, be d.f.s of r.v.s and suppose that
Fn = F п п—00

Where F is a d.f. with Var F = 1. Then show that F is the d.f. of a r.v.

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