Suppose that Y is a random variable that takes on only integer values 1, 2,... and has

Chapter 4, Problem 4.5

(choose chapter or problem)

Suppose that Y is a random variable that takes on only integer values 1, 2,... and has distribution function F(y). Show that the probability function p(y) = P(Y = y) is given by p(y) = F(1), y = 1, F(y) F(y 1), y = 2, 3,....

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