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- 6. Show that 1{AU B} = max{1{A}, I{B}} = I{A} + I{B} - I{A} I{B}; I{AB} = min{I{A}, I{B}} = I{A} I{B}; I{A A B} = I{A} + I{B}-21{A} I {B} = (I{A} - I{B})².arrow_forwardTheorem 3.5 Suppose that P and Q are probability measures defined on the same probability space (2, F), and that F is generated by a л-system A. If P(A) = Q(A) for all A = A, then P = Q, i.e., P(A) = Q(A) for all A = F.arrow_forward6. Show that, for any random variable, X, and a > 0, Lo P(x -00 P(x < xarrow_forward5. Suppose that X is an integer valued random variable, and let mЄ N. Show that 8 11118 P(narrow_forward食食假 6. Show that I(AUB) = max{1{A}, I{B}} = I{A} + I{B} - I{A} I{B}; I(AB)= min{I{A}, I{B}} = I{A} I{B}; I{A A B} = I{A} + I{B}-21{A} I{B} = (I{A} - I{B})². -arrow_forward11. Suppose that the events (An, n ≥ 1) are independent. Show that the inclusion- exclusion formula reduces to P(UAL)-1-(1-P(Ak)). k=1 k=1arrow_forwardarrow_back_iosSEE MORE QUESTIONSarrow_forward_iosRecommended textbooks for you
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