* 18. Show that the axiom that P is countably additive is equivalent to the axiom that...
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* 18. Show that the axiom that P is countably additive is equivalent to the axiom that P is finitely additive and continuous. That is to say, let be a set and F an event space of subsets of . If P is a mapping from F into [0, 1] satisfying
(i) P() = 1, P(∅) = 0,
(ii) if A, B ∈ F and A ∩ B = ∅ then P(A ∪ B) = P(A) + P(B),
(iii) if A1, A2, . . . ∈ F and Ai ⊆ Ai+1 for i = 1, 2, . . . , then P(A) = lim i→∞
P(Ai ), where A =
S
∞i
=1 Ai , then P satisfies P
????S i Ai
=
P
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Related Book For
Probability An Introduction
ISBN: 9780198709978
2nd Edition
Authors: Geoffrey Grimmett, Dominic Welsh
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