16. (i) A generalization of equation (1) is !f(x) dPo(x) = f f(g-Ix} dPgo(X) . A gA...
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16. (i) A generalization of equation (1) is !f(x) dPo(x) = f f(g-Ix} dPgo(X) . A gA (ii) If Po, is absolutely continuous with respect to POo' then PgOI is absolutely continuous with respect to PgOOand dPo dPgo - ' (x) = -'(gx) dPoo dPgoO (a.e. poJ. (a.e. p,). (iii) The distribution of dPo/dPoo( X) when X is distributed as Poo is the same as that of dPgo/dPgoO(X') when X' is distributed as PgOo'
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