jet refused to exchange a defective item they sold to me

I was so disappointed with this store, at the end of October I went to the store to buy baby clothes December I realize one of the items was defective and I took it back to the store never used it, only for them to refuse to exchange it because I didn't have a receipt, which by the way isn't even store policy from the store policy that I read, so which policy are they using. why is it people must suffer when they the ones who are selling us sub standard items.