Wednesday, 6 June 2018

probability - Let $F_X(x):=P(Xleq x)$ a distribution function of a random variable $X$. Prove that $F_X$ is right-continuous.

Let $F_X(x):=P(X\leq x)$ a distribution function of a random variable $X$.



Prove that $F_X$ is right-continuous.



I need to show that for every non-increasing sequence $x_n$ with $\lim x_n=x$ I will get:



$$\lim_{n\to\infty}f(x_n)=f(x_0)$$



How do I show this ? Any ideas ?

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