Past exam of the year 1 of the computer science course of the University of Oxford / 2016 / Discrete mathematics, continuous mathematics and probability (resit) / 9 / b / iv

For any real $y$, put $k=\lfloor y\rfloor$. Since $Y$ is integer-valued,Continuity of the cumulative distribution function of $X$ therefore givesThe strict inequality $X<k+1$ matters before using the absence of point masses. The resulting probability distribution is discrete, with probability mass functionThus $Y$ has no ordinary probability density function with respect to length on the real line. Its cumulative distribution function is a step function; its derivative is zero almost everywhere and does not recover its probabilities. The floor function has converted a density into masses on the integers.