Let X and Y be independent r v s and suppose that X exits For very B ( B, let A Y 1 (B) and show that (A XdP (X) P (A) ...

The existence of XdP implies the existence of A XdP for every A A by the Co ...

Let X and Y be independent r.v.s. and suppose that X exits. For very B ( B,

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Let X and Y be independent r.v.s. and suppose that εX exits. For very B ( B, let A = Y-1 (B) and show that (A XdP = (εX) P (A).

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An Introduction to Measure Theoretic Probability

ISBN: 978-0128000427

2nd edition

Authors: George G. Roussas

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Question Posted: Mar 25, 2016 03:33 AM

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Let X and Y be independent r.v.s. and suppose that X exits. For very B ( B,

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An Introduction to Measure Theoretic Probability

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