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m)? Find the distribution function of
the random variable X.
2, (a) Show that any discrete random variable may be written as a lincar combination of indicator
variables.
(b) Show that any random variable may be expressed as the limit of an increasing sequence of discrete
random variables.
(c) Show that the limit of any increasing convergent sequence of random variables is a random
variable,
3. (a) Show that, if X and ¥ are random variables on a probability space (@, FP), then so are
X+Y,XY, and min{X, ¥}.
(b) Show that the set of all random variables on a given probability space (:
vector space over the reals. If Qs finite, write down a basis for this space.
FP) constitutes a
4. Let X have distribution function
0 ifx<0,
FQ)= 4 jx if0