Let (K) be any non-decreasing right-continuous function such that [begin{gathered}lim _{t ightarrow infty} K(t)=1 lim _{t ightarrow-infty}
Question:
Let \(K\) be any non-decreasing right-continuous function such that
\[\begin{gathered}\lim _{t ightarrow \infty} K(t)=1 \\\lim _{t ightarrow-\infty} K(t)=0\end{gathered}\]
and
\[\int_{-\infty}^{\infty} t d K(t)=0\]
Define the kernel estimator of the distribution function \(F\) to be
\[\tilde{F}_{n}(x)=n^{-1} \sum_{k=1}^{n} K\left(X_{i}-xight)\]
Prove that \(\tilde{F}_{n}\) is a valid distribution function.
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