=+ (b) Show that the function (u) defined by (14.5) satisfies F(o(u)-) u F(o(u)) and that,
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=+
(b) Show that the function (u) defined by (14.5) satisfies F(o(u)-)≤
u ≤ F(o(u)) and that, if F is continuous (but not necessarily strictly increasing), then F((u)) =u for 0
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Related Book For
Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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