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Let S = [0, 1]. Let F be the sigma algebra of all Bore] measurable subsets of [0,1]. We dene a measure P : F
Let S = [0, 1]. Let F be the sigma algebra of all Bore] measurable subsets of [0,1]. We dene a measure P : F > R by rst specifying the measure on certain types of sets: Dene P[[0,$]] = 52 V55 E [0,1] In particular, P[{0}] = P[[0, 0]] = 0. The measure with this property is called the uniform measure over the interval [0, 1]. We want to infer the value of P[A] for additional interesting Bore] measurable sets A g [0, 1]. a) Compute P[(a, 5]] for 0 S a
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