Question: Exercise 2.10 If E is an event of the probability space (,F , P) show that the indicator function of E, defined to be the

Exercise 2.10 If E is an event of the probability space (,F , P) show that the indicator function of E, defined to be the function 1E on  given by 1E (ω) =

(

1 if ω ∈ E, 0 if ω /∈ E, is a discrete random variable.

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