ASSIGNMENT 1


PROBLEM 3 --- Remark

This a step towards the monotone class theorem.


PROBLEM 4 --- Correction 

Show that a distribution function has at most *countably* 
many discontinuities (not "finitely many"). 

Also, it should read "F(x)=P(X\le x)".

Hint: Exploit the monotonicity of F.

PROBLEM 5 --- Correction 

In Part (b), add "when X has a standard normal distribution".