=+Assume that it is possible to choose versions P[ A||5] so that P[ A||] ,, is for

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=+Assume that it is possible to choose versions P[ A||5] so that P[ A||] ,, is for each w a probability measure as A varies over F. Let C ,, be the w-set where P[B, I|$) = Ip (w); show (Example 33.3) that C = n ,C ,, has probabil-

ity 1. Show that w EC implies that P[G]] = Ic(w) for all G in & and hence that P[[w]][f] = 1.

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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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=+Assume that it is possible to choose versions P[ A||5] so that P[ A||] ,, is for

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Probability And Measure Wiley Series In Probability And Mathematical Statistics

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