=+If B1 = A, and By = A , NAfn . . . nAL _, then the
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=+If B1 = A, and By = A , NAfn . . . nAL _, then the B, are disjoint and Ux -, AK = Ux_1 B ., so that P(U" , AK) ="_P(B). Since P(BA) ≤
P(A]) by monotonicity, this establishes the finite subadditivity of P:
P [ U AX|S CP(A).
(2.10)
k=1 k=1
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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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