Question: 5. Show that G(y) = P(Y > y) satisfies G(x + y) = G(x)G(y), and solve this equation. The corresponding question for integer-valued random variables

5. Show that G(y) = P(Y > y) satisfies G(x + y) = G(x)G(y), and solve this equation. The corresponding question for integer-valued random variables appears at Problem 2.6.5.

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