Problem 1 Let (n,A,P) be a probability space. Show that the probability measure P is continuous from below, i.e. for any sequence of events A₁, A2,... EA with the property that An An+1 for all n € N, we have Hint: Define sets B₁, B2,... by P(ŮA₂) = lim P(A₂). An n-x n=1 n-1 Bn:= An \UAk. k=1 Show that BnB = whenever k #l. Now express U-1 An in terms of the Bn, use the axioms of the probability measure, and recall that n=1 N EP ΣP(B) = lim Σ P(B₂). N-on=1 n=1
Problem 1 Let (n,A,P) be a probability space. Show that the probability measure P is continuous from below, i.e. for any sequence of events A₁, A2,... EA with the property that An An+1 for all n € N, we have Hint: Define sets B₁, B2,... by P(ŮA₂) = lim P(A₂). An n-x n=1 n-1 Bn:= An \UAk. k=1 Show that BnB = whenever k #l. Now express U-1 An in terms of the Bn, use the axioms of the probability measure, and recall that n=1 N EP ΣP(B) = lim Σ P(B₂). N-on=1 n=1
A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
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