Let us take its integral
$$\int_0^xF(z)dz$$
Note that F() is distribution function.
I used integration by parts.
By I can obtain a trivial result.
I know it’s easy question but I cannot do it.
Integration by parts means That is
I choose u=F(z) then du=dF(z)
dv=dz then z=v
And so on.
In this case you could apply integration by parts in thi way
$$\int_0^xF(z)\cdot 1\,dz=[F(z)\cdot z]_0^x-\int_0^xF'(z)\cdot z\,dz$$