Q22Section ST (Statistics (Q11–Q65))22 of 65

Asymptotics of the empirical cdf

Let $\{X_n\}_{n \ge 1}$ be a sequence of i.i.d. random variables with common distribution function $F$ , and let $F_n$ be the empirical distribution function based on $\{X_1, X_2, \dots, X_n\}$ . Then, for each fixed $x \in (-\infty, \infty)$ , which one of the following options is correct?

Pick an option to check your answer. In a mock test a wrong answer here costs 1/3 mark.

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