=+1. faus 'fdu . (15.11) (b) Now assume that f is measurable $ and let M be
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=+1. faus \'fdu .
(15.11)
(b) Now assume that f is measurable $ and let M be a bound for |fl.
Consider the partition A, = [w: ie < f(w) ≤ (i+1)€], where i ranges from - N to N and N is large enough that Ne > M. Show that E sup f(w) (A1)- I| inff(w) +(A) SEH(1).
Conclude that (15.12)
[ fdu = f fdu.
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Related Book For
Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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