3.1.4 problem 4

To show that is a CDF, we need to show that is increasing, right-continuous, and converges to and in the limits.

The first condition is true since is increasing.

Since when by the definition of , the second condition is satisfied.

by the definition of , and also, by definition, . Thus, the third condition is satisfied, and is a CDF.

The PMF corresponds to is

for and everywhere else.