Prove Proposition 59 when F is not continuous. Use the fact from Exercise 11 in Chapter 1 that ξn d = F −1(Un), where Un are i.i.d. with the uniform distribution on [0, 1]. By Theorem 16 in the...

Prove Proposition 59 when F is not continuous. Use the fact from Exercise 11 in Chapter 1 that ξn d = F −1(Un), where Un are i.i.d. with the uniform distribution on [0, 1]. By Theorem 16 in the Appendix, you can assume the ξn and Un are on the same probability space. Then the empirical distribution