The previous post involved distribution functions over the real numbers but it’s also possible to have distribution functions over . A problem asks to show that if we have the distribution function
And a difference function
Then show that
Just to make clear the notation above (which confused me for a while), take the example where , then
So this is true for . I won’t do the general case.
Pingback: Measurable Spaces – Problem (48/365) | Latent observations