Show that (mathbb{E}^{mathscr{G}} 1=1) if, and only if, (left.muight|_{mathscr{G}}) is (sigma)-finite. Find a counterexample showing that (mathbb{E}^{mathscr{G}}

Question:

Show that \(\mathbb{E}^{\mathscr{G}} 1=1\) if, and only if, \(\left.\muight|_{\mathscr{G}}\) is \(\sigma\)-finite. Find a counterexample showing that \(\mathbb{E}^{\mathscr{G}} 1 \leqslant 1\) is, in general, the best possible.

[use \(p=2\) and \(\mathbb{E}^{\mathscr{G}}=\mathbb{E}^{\mathscr{G}}\).]

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question
Question Posted: