Show that a finite measure on a class is (i) subtractive. i.c. A, ei= 1.2. A, A,
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Show that a finite measure on a class is (i) subtractive. i.c. A, ei= 1.2. A, A, and 4, A, e implies 4,-4)(A)-4,), and (ii) monotone. ie., (4) S4) with 4, as in (i). In view of (i), if there is one set in of with finite measure, the proviso (2)-0 is automatically satisfied.
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Probability Theory Independence Interchangeability Martingales
ISBN: 9780387406077
3rd Edition
Authors: Yuan Shih Chow, Henry Teicher
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