=+P(C) = 0. Show that + is a o-field. For such a set A define P+ (A)
Question:
=+P(C) = 0. Show that + is a o-field. For such a set A define P+ (A) = P(B).
Show that the definition is consistent, that P+ is a probability measure on $ +, and that (n), F+, P+) is complete. Show that, if (0, 91, P1) is any complete extension of (0, 9, P), then F+c $, and P, agrees with Pt on F";
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
Question Posted: