For n = 1, 2,¦, let F n and F be d.f.s such that And let F
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And let F be continuous. Then show that
Uniformly in x à Ã.
For ε > 0, choose a and b sufficiently small and sufficiently large, respectively, so that F(a) < ε/3, F (¥) F(b) < ε/3. Next, partition [a, b] by a = x0 < x1 < ¦ < xk 1 < xk = b, so that F(xj) F(xj 1) < ε/3, j = 1, ¦., k. Finally, by taking x à [a, b], or x < a, or x > b, show that |Fn(x) F(x)| < ε for all x, provided n ³ N some integer independent of x à Ã?
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Related Book For
An Introduction to Measure Theoretic Probability
ISBN: 978-0128000427
2nd edition
Authors: George G. Roussas
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