=+34.19. 34.131 In the context of the discussion on p. 252, let be the a-field of
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=+34.19. 34.131 In the context of the discussion on p. 252, let § be the a-field of sets of the form 0 X A for A € F. Show that under the probability measure Q, Lo is the conditional expected value of 86 given 9.
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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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