Question: 15.2.1 Let F ( t ) = 0 for t < 0, F ( t ) = p for 0 5 t < 1, and

15.2.1 Let F ( t ) = 0 for t < 0, F ( t ) = p for 0 5 t < 1, and F ( t ) = 1 otherwise.

Use the central limit theorem to evaluate directly the distribution of sup, 1 F,(t) -

F ( t ) l , and show that F,(t) tends to F ( t ) almost surely and uniformly in t .

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