=+15.3. 3.2 15.21 For A cn, define u( A) and , ( A) by (3.9) and (3.10)
Question:
=+15.3. 3.2 15.21 For A cn, define u"( A) and , ( A) by (3.9) and (3.10) with u in place of P. Show that [*I du = u"( A) and
f. I du = u , (4) for every A.
Therefore, (15.12) can fail if f is not measurable F. (Where was measurability used in the proof of (15.12)?)
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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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