Talk:Bernstein's theorem on monotone functions

Is the statement correct? My gut feeling (without any experience of the theorem) is that cumulative probability distribution function is too restrictive; rather it should be with respect to a cumulative distribution function of a positive measure whose total measure is positive and finite, but not necessarily equal to 1? Dmharvey 19:55, 15 February 2006 (UTC)[reply]

I think you're right. I was tacitly assuming the function we started with was a probability density function, but I didn't say that and it need not be so. Michael Hardy 22:05, 15 February 2006 (UTC)[reply]