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Unformatted text preview: F ( b ) = 0 since { b n } n 1 was an arbitrary sequence of values decreasing to . 4. F is right continuous. Proof. Let b R and { b n } n 1 be a decreasing sequence of values that converges to b . Thus lim n F ( b n ) = F ( b ). So, F is right continuous. Notes: Let a,b R where a < b . We can write { X b } as { X b } = { X a } { a < X b } . Thus P ( a < X b ) = F ( b )F ( a ), for all a < b . P ( X < b ) = = = lim n F b1 n ....
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 Spring '10
 ClionaGolden
 Math, Statistics, Probability

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