=+25.16. For A 91 and T> 0, put A-(A) = A([-T, T](A)/2T, where is Lebesgue
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=+25.16. For A € 91 and T> 0, put A-(A) = A([-T, T](A)/2T, where À is Lebesgue measure. The relative measure of A is
(25.17)
p(A)= lim A7(4), T+c provided that this limit exists. This is a continuous analogue of density (see
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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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