Wednesday, 24 February 2016

proof for a continuous distribution function where a single point has 0 probability of occurring



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Here is a proof using the continuity property of probabilities(property which I understand) that for a continuous distribution function, a single point has 0 probability of occurring.
I understand fully this proof until the last line where i'm not completely sure why this follows. Is it because FX (a1/n) converges to a as n tends to infinity and hence the expression is equal to 0? (how is Fx being continuous connected to this deduction?)


Answer




Your guess about the reason is correct. Remember that a function f:RR is continuous at a point a if and only if, for every sequence (xn)n=1 such that limnxn=a, we have limnf(xn)=f(a). In particular, if FX is continuous, then since limn(a1/n)=a, we get limnFX(a1/n)=FX(a).


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