Assume Xn has c.d.f. Fn. Fix (0, 1). (i) If Xn is tight, show that

Assume Xn has c.d.f. Fn. Fix α ∈ (0, 1).

(i) If Xn is tight, show that F−1 n (1 − α) is uniformly bounded.

(ii) If Xn P

→

c, show that F−1 n (1 − α) → c.