An alternative construction of ar.v. X on a probability space with a preassigned d F is to

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An alternative construction of ar.v. X on a probability space with a preassigned d F is to take -[0, 1], Borel subsets of [0, 1] P-Lebesgue measure on [0, 1], and X() FL where F()-supx: F(x) <0).

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Probability Theory Independence Interchangeability Martingales

ISBN: 9780387406077

3rd Edition

Authors: Yuan Shih Chow, Henry Teicher

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Question Posted: Oct 29, 2024 11:00 AM

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An alternative construction of ar.v. X on a probability space with a preassigned d F is to take -[0, 1], Borel subsets of [0, 1] P-Lebesgue measure on [0, 1], and X() FL where F()-supx: F(x) <0).
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An alternative construction of ar.v. X on a probability space with a preassigned d F is to

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Probability Theory Independence Interchangeability Martingales

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