Let X and Y be discrete r.v.s and recall (from the application following Theorem 11) that B'Y
Question:
P(X = x|Y = y) = P(X = x, Y = y) / P(Y = y)
And show that, for each fixed x, the function P(X = x | Y = .) is B'Y-measurable?
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Related Book For
An Introduction to Measure Theoretic Probability
ISBN: 978-0128000427
2nd edition
Authors: George G. Roussas
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