=+ (d) Now let 9 be the o-field consisting of the countable and the cocountable sets in
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(d) Now let 9 be the o-field consisting of the countable and the cocountable sets in an uncountable 2, and define P on } by taking P( A) to be 0 or 1 as A is countable or cocountable. (Note that P is not well defined if 22 is countable.)
Show that P is countably additive.
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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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