Question
Let X be an infinite set and A be the algebra consisting of the finite and co-finite subsets of X (cf. Prob.3). Define a
Let X be an infinite set and A be the algebra consisting of the finite and co-finite subsets of X (cf. Prob.3). Define a set function u on A by setting for every : [0 if A is finite H(A) = { 1 if A is co-finite. (a) Show that u is additive. (b) Show that when X is countably infinite, u is not additive. (c) Show that when X is countably infinite, then X is the limit of an increasing sequence {Anne N} in A with u(An) = 0 for every n E N, but (X) = 1. (d) Show that when X is uncountably, the u is countably additive.
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An Introduction to Measure Theoretic Probability
Authors: George G. Roussas
2nd edition
128000422, 978-0128000427
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