Prove that if (F(x)) is a distribution function, then for any (h eq 0) the functions [

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Prove that if \(F(x)\) is a distribution function, then for any \(h eq 0\) the functions

\[ \Phi(x)=\frac{1}{h} \int_{x}^{x+h} F(x) d x, \quad \Psi(x)=\frac{1}{2 h} \int_{x-h}^{x+h} F(x) d x \]

are also distribution furictions.

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Theory Of Probability

ISBN: 9781351408585

6th Edition

Authors: Boris V Gnedenko

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