=+2.17. Suppose that P is a probability measure on a field , that A1, A2 ,..., and
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=+2.17. Suppose that P is a probability measure on a field ", that A1, A2 ,..., and A = U ,, A, lie in F, and that the A ,, are nearly disjoint in the sense that P(A„OA„) =0 for m + n. Show that P(A) =C ,, P(A ,, ).
2.18. Stochastic arithmetic. Define a set function P ,, on the class of all subsets of 2 = {1,2 ,... } by
(2.34)
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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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