Question
17. a. Show that a measure is absolutely continuous with respect to Lebesgue measure if and only if its cumulative distribution function is absolutely
17. a. Show that a measure is absolutely continuous with respect to Lebesgue measure if and only if its cumulative distribution function is absolutely continuous. b. If u is absolutely continuous with respect to Lebesgue measure, then its Radon-Nikodym derivative is the derivative of its cumulative dis- tribution function. c. If F is absolutely continuous, then Ssar - fF' dx.
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An Introduction to Measure Theoretic Probability
Authors: George G. Roussas
2nd edition
128000422, 978-0128000427
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