Let be the set of all functions which are the distribution functions of some random variables. Proove that function
is a metric on the set (Levy's metric).
I have problem with proving triangle inequality. Does anyone know how can I do that?
Let be the set of all functions which are the distribution functions of some random variables. Proove that function
is a metric on the set (Levy's metric).
I have problem with proving triangle inequality. Does anyone know how can I do that?