Past exam of the mathematics course of the University of Cambridge 2025 iii Paper 210 1 b Solution Created 2026-09-24 Updated 2026-09-25
The Glivenko-Cantelli theorem states that for the empirical distribution function of iid real observations with distribution function ,almost surely.
Apply part (a) to . For each , choose finitely many quantile cutpoints so that the -mass between consecutive cutpoints is at most , treating atoms as cutpoints themselves. Indicators at adjacent cutpoints give finite brackets of width at most . Using the strong law for the finite bracket endpoints and then intersecting the probability-one events for gives the almost-sure conclusion.