Past exam of the mathematics course of the University of Cambridge 2010 iii Paper 28 2 a iii Solution Created 2026-10-03 Updated 2026-10-14
Let be the cumulative distribution function of the arbitrary Borel probability measure . It may have atoms or flat intervals. Use its quantile functionThe limits of at the two infinities make finite. Its monotonicity and right continuity imply the exact equivalence . For the nontrivial direction, if , points with lie arbitrarily close above ; if the infimum itself is , right continuity gives . The other direction follows directly from the defining infimum.
Take independent uniform variables and set . Thenso has the same entire sequence law as the original iid sample . On this construction, the empirical distribution function satisfiesThus part (ii) givesThe supremum is measurable: since both distribution functions are right-continuous, it equals the supremum over rational . The convergence event consequently depends measurably on the coordinate sequence, and equality of the sequence laws transfers its probability one to . HenceThis is the Quantile proof of the Glivenko-Cantelli theorem, including arbitrary distributions with atoms. The original PDF supplies the full definition and absolute-value signs in this part, which the TeX conversion incompletely records.