=+34.18. Suppose that & is a sufficient subfield for the family of probability measures Po, 0 E

Question:

=+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.

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Question Posted: