Question: 1.*15. For a d.f. F and h > 0, define QF(h) = sup[F(x + h) -F(x-)]; x QF is called the Levy concentration function of

1.*15. For a d.f. F and h > 0, define QF(h) = sup[F(x + h) -F(x-)];

x QF is called the Levy concentration function of F. Prove that the sup above is attained, and if G is also a d.f., we have

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