Extend the result in the previous exercise to the case where F is discrete and (i) has finitel many mass points and (ii) has countably infinit number of mass points. Let X 1 ,...,X n be n i.i.d....

Extend the result in the previous exercise to the case where F is discrete and (i) has finitel many mass points and (ii) has countably infinit number of mass points.

Let X₁,...,X_n
be n i.i.d. random variable from the Uniform(0, θ) distribution function, θ > 0. Let
  Show that (6.2.41) holds with
  Hence, or otherwise, show that
  as well as completely, as