=+2.15. On the field $o in (0, 1] define P( A) to be 1 or 0 according
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=+2.15. On the field $o in (0, 1] define P( A) to be 1 or 0 according as there does or does not exist some positive €4 (depending on A) such that A contains the interval ( ¿, ¿ + €4]. Show that P is finitely but not countably additive. No such example is possible for the field Go in S® (Theorem 2.3).
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Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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