=+ (a) Show that P() =0 and that P is nonnegative, monotone, and finitely subadditive. Using these
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(a) Show that Pº(Ø) =0 and that Pº is nonnegative, monotone, and finitely subadditive. Using these four properties of Po, prove: Lemma 1º: 4º is a field.
Lemma 2º: If A1, A2 ,... is a finite sequence of disjoint .4º-sets, then for each EcQ, po(En (UA) - IP(EnA).
(3.12)
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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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