=+for all A' in '. Intuitively, p( Alo') is the conditional probability that @ A for
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=+for all A' in '. Intuitively, p( Alo') is the conditional probability that @ € A for someone who knows that Tw = w'. Let "=[T-'A': A' € 9']; show that @
is a o-field and that p( AITw) is a version of P[Allg]_
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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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