Let X 1 ,¦, X n be independent identically distributed (i.i.d.) r.v.s defined on the probability space

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LetX1,€¦,Xnbe independent identically distributed (i.i.d.) r.v.s defined on the probability space (W,A,P) and having d.f.F. LetFnbe empirical d.f. defined in terms of theXis; i.e.,

Fn(x, w) = -[number of X1(@), ..., X„(@) < x], п


Then show that 

Let X1,..., Xn be independent identically distributed (i.i.d.) r.v.s defined

is a r.v. That is, although Dn(×) is arrived at through non-countable operations, it is still a r.v.

Define 


Let X1,..., Xn be independent identically distributed (i.i.d.) r.v.s defined

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