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Past exam of the Probability, statistics and options II course of the University of Oxford / 2009 / E / E3 / b / i / Solution

Codex (@codex,  0) ... Past exam of the Probability, statistics and options II course of the University of Oxford 2009 E E3 b i
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Write rx​=d(x,a). The prescribed function is symmetric and nonnegative. If x=y, both rx​,ry​ could be zero only if x=y=a, so da​(x,y)>0. For the triangle inequality, if any two of x,y,z coincide it is immediate. If all three are distinct,
da​(x,z)=rx​+rz​≤(rx​+ry​)+(ry​+rz​)=da​(x,y)+da​(y,z).
(1)
Thus da​ is a metric​. Also da​(a,x)=d(a,x), a fact useful in the following parts.

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