Friday, 28 February 2014

probability - How to give rigorous proofs of these two limit statements?

Let $X$ be a random variable with cumulative distribution function $F(x)$. Then how to rigorously prove the following two limit statements?




  1. $\lim_{x \to - \infty} F(x) = 0$.


  2. $\lim_{x \to + \infty} F(x) = 1$.


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