Let X be a random variable with quantile function F1. Assume the following three conditions: (i) F1(p)

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Let X be a random variable with quantile function F−1. Assume the following three conditions: (i) F−1(p) = c for all p in the interval (p0, p1), (ii) either p0 = 0 or F−1(p0) < c, and (iii) either p1 = 1 or F−1(p) > c for p > p1. Prove that Pr(X = c) = p1 − p0.
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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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