=+32.13. 31.221 Suppose that u and v are a probability measure and a o-finite measure on the
Question:
=+32.13. 31.221 Suppose that u and v are a probability measure and a o-finite measure on the line and that v < u. Show that the Radon-Nikodym derivative f satisfies v(x -h, x +h]
lim
*= f(x)
h-cp(x-h, x + h]
on a set of u-measure 1.
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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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