=+34.18. Suppose that & is a sufficient subfield for the family of probability measures Po, 0 E
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=+34.18. Suppose that & is a sufficient subfield for the family of probability measures Po, 0 E O, on (n), F). Suppose that for each 0 and A, p(A, w) is a version of Po[ A]]] .. and suppose further that for each w, p( , w) is a probability measure on F. Define Q, on F by Q.( A) = [n p( A, w ) Pa(dw), and show that Q8 =Po.
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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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