  Let $(X_i,i\geq 1)$ be a sequence of i.i.d. random variables with values in
$[0,1]$, and $f$ be a function such that $`E(f(X_1)^2)<+\infty$. We show a
functional central limit theorem for the process $t\mapsto \sum_{i=1}^n
f(X_i)1_{X_i\leq t}$.
