Let X be an integrable r.v. and, for B ( A with P(B) > 0, consider the
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Go through the familiar four steps that X is an indicator function, a simple r.v., a nonnegative r.v., any r.v.
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X dP.
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Related Book For
An Introduction to Measure Theoretic Probability
ISBN: 978-0128000427
2nd edition
Authors: George G. Roussas
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