Question: 9. The random variable X is said to be obtained from the random variable X by truncation at the point a if X() = (

9. The random variable X′ is said to be obtained from the random variable X by truncation at the point a if X′(ω) =

(

X(ω) if X(ω) ≤ a, a if X(ω) > a.

Express the distribution function of X′ in terms of the distribution function of X.

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