Prove that if \(\mu \) is a non-atomic Borel probability measure on \(\mathbb R\), then the function \(f:\mathbb R\to \mathbb R\) defined by \[ f(t)=\mu ((-\infty ,t)) \] is continuous.
Question
Math 6210 • Real Analysis
Summer 2016 • Question 5
Question
Summer 2016 • Question 5
Prove that if \(\mu \) is a non-atomic Borel probability measure on \(\mathbb R\), then the function \(f:\mathbb R\to \mathbb R\) defined by \[ f(t)=\mu ((-\infty ,t)) \] is continuous.