=+33.4. (a) Consider probability spaces (0, 7, P) and (f)', 5', P'); suppose that T: 0 -
Question:
=+33.4.
(a) Consider probability spaces (0, 7, P) and (f)', 5', P'); suppose that T:
0 - Q' is measurable F/F and P' = PT-1. Let ' be a 0-field in ', and take to be the o-field [T-1G': G' € /']. For A' € $', show by (16.18) that P[TA'] = P[A]]. with P-probability 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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