=+ (a) Let Fg consist of the sets , {1}, {2, 3), and 2 = {1, 2,3),
Question:
=+
(a) Let Fg consist of the sets Ø, {1}, {2, 3), and 2 = {1, 2,3), and define proba-
bility measures P, and P2 on , by P,(1) = 0 and P2(2,3} = 0. Note that
.((Pf ) and .((Pf) differ.
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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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