=+11.1. The proof of Theorem 3.1 obviously applies if the probability measure is replaced by a finite
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=+11.1. The proof of Theorem 3.1 obviously applies if the probability measure is replaced by a finite measure, since this is only a matter of rescaling. Take as a starting point then the fact that a finite measure on a field extends uniquely to the generated o-field. By the following steps, prove Theorem 11.2-that is, remove the assumption of finiteness.
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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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