Prove part (i) of the continuity theorem by using the σ‐additivity (Axiom 3) of the probability measure.

A First Course in Probability (10th Edition)
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ISBN:9780134753119
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Chapter1: Combinatorial Analysis
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Prove part (i) of the continuity theorem by using the σ‐additivity (Axiom 3) of the probability measure.
Prove part (ii) using part (i) and using the de Morgan laws.

Theorem 13 (Continuity theorem for probability measures) Let (N, A, P) be a probability space.
(i) Let A1 C A2 C.. be an increasing sequence of events in A. Then it holds
lim P(A,) = P(U An
\nEN
(ii) Let A1 D A2 5
be a decreasing sequence of events in A. Then it holds
...
().
lim P(An)
Р
An
Transcribed Image Text:Theorem 13 (Continuity theorem for probability measures) Let (N, A, P) be a probability space. (i) Let A1 C A2 C.. be an increasing sequence of events in A. Then it holds lim P(A,) = P(U An \nEN (ii) Let A1 D A2 5 be a decreasing sequence of events in A. Then it holds ... (). lim P(An) Р An
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