Oops, one thing in the above is completely wrong (I wrote it before thinking things through carefully, and then forgot to delete it). It is not at all true tha

Oops, one thing in the above is completely wrong (I wrote it before thinking things through carefully, and then forgot to delete it). It is not at all true that "it's not even well defined", and indeed the following couple of paragraphs determine exactly what the thing in question is. It's not an actual cdf, but the problem isn't that it's ill-defined but that it's well-defined but has the wrong shape to be a cdf.