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Q106Section III (Statistics)106 of 180

Jump points of a distribution function

Let F(x)=P[X≤x]F(x)=\mathbb{P}[X\le x] be the distribution function of a random variable XX. Define

Dn={u  ∣  F(u)−F(u−)≥1n},n=1,2,3,…D_n=\Bigl\{u \;\Big|\; F(u)-F(u-) \ge \tfrac1n\Bigr\}, \qquad n=1,2,3,\dots

Then:

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