=+. Let P be a finitely additive probability measure on a field $0. For Ach, in analogy
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=+. Let P be a finitely additive probability measure on a field $0. For Ach, in analogy with (3.1) define
(3.11)
Pº(A) = inf _P(A.), where now the infimum extends over all finite sequences of Fo-sets A, satisfying AC U ,, A ,,. (If countable coverings are allowed, everything is differ-
ent. It can happen that P(?) =0; see Problem 3.3(e).) Let .&º be the class of sets A such that Pº(E) = P(AnE) + PLACE) for all Ecn.
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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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