Cdf Jump Behavior
1. **Stating the problem:** We have a cumulative distribution function (CDF) $F:\mathbb{R} \to \mathbb{R}$ and a function $b:[0,1] \to \mathbb{R}$ defined by
$$
b(c) = \begin{cases} 0 & \text{if } c=0 \\
\inf F^{-1}([c,1]) & \text{if } c \in (0,1]
\end{cases}
$$
We want to understand the behavior of $b$ when $F$ has a jump at some point $x$, i.e., when $c=F(x) > a \geq F(x-)$.
2. **Understanding the definitions:**
- $F$ is a CDF, so it is non-decreasing and right-continuous.
- $F(x-)$ is the left limit of $F$ at $x$.
- A jump at $x$ means $F$ increases suddenly from $a$ to $c$ at $x$.
- $F^{-1}([c,1])$ is the set of all $x$ such that $F(x) \geq c$.
- $b(c)$ is the infimum (greatest lower bound) of this set.
3. **Intuition about $b$:**
- $b(c)$ gives the smallest $x$ where $F(x) \geq c$.
- Since $F$ is non-decreasing, $b$ is a kind of inverse function but defined via infimum.
4. **Behavior of $b$ at a jump:**
- At the jump, $F$ jumps from $a$ to $c$ at $x$.
- For $c$ in $(a,c]$, the set $F^{-1}([c,1])$ includes $x$ and points to the right.
- For $c$ in $(a,c)$, $b(c)$ is constant and equals $x$ because the infimum of $F^{-1}([c,1])$ is $x$.
- At $a$, $b$ jumps because the infimum changes abruptly.
5. **Answering the multiple choice:**
- $b$ has a jump at $c$ (true, because $F$ jumps at $x$ and $b$ reflects this).
- $b$ has a jump at $a$ (true, since $a$ is the left limit of the jump).
- $b$ is strictly increasing over $(a,c)$ (false, it is constant there).
- $b$ is constant over $(a,c)$ (true, as explained).
**Final conclusion:** $b$ has jumps at $a$ and $c$ and is constant over $(a,c)$.
This matches the intuition that $b$ is the generalized inverse of $F$ and reflects jumps in $F$ as jumps and flat parts in $b$.