=+3.2. Let P be a probability measure on a field Fo and for every subset A of
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=+3.2. Let P be a probability measure on a field Fo and for every subset A of 22 define P*( A) by (3.1). Denote also by P the extension (Theorem 3.1) of P to F=0(96).
(a) Show that
(3.9)
P*(A)= inf[ P(B): ACB, BE$]
and (see (3.2))
(3.10)
P. ( A) = sup[P(C): CCA, CE ],
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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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