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Can the points of discontinuity of a distribution function on $\mathbb R^n$, ($n\gt1$) be uncountable? What about $\left(\{-\infty\}\cup\Bbb R\cup\{+\infty\}\right)^n$?

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Are you asking about $\mathbb{R}^n$. And if so, it's not clear to me what you mean by your last sentence? What are you taking the union of, and what is n? –  amWhy Dec 5 '12 at 2:02

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I'm not sure what your second sentence means, but here's a hint on your first question: a point of discontinuity of a distribution function has a jump size $\delta > 0$. Create a sequence $\{\epsilon_{_k}\} \searrow 0$. Consider how many points of discontinuity there can be that have jump size between $\varepsilon_{_k}$ and $\varepsilon_{_{k+1}}$ for each $k$, and then consider summing up this number as $k \rightarrow \infty$. How big can this sum be?

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It's clear on R by this way to obtain a set of countable many discontinuous points.But I get confused in Rn. –  frame99 Dec 5 '12 at 7:18

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