Let denote the empirical distribution function F n as in XXXXXXXXXXSuppose that the true distribution function F is concentrated on three mass points a, b and c with respective probability masses p a...

Let denote the empirical distribution function F_n
as in (2.4.18). Suppose that the true distribution function F is concentrated on three mass points a, b and c with respective probability masses p_a, p_b
and p_c
(where p_a
+ p_b
+ p_c
= 1). Verify that