Consider the sample space = {3, 2, 1, 1, 2, 3} and the algebra F =
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Consider the sample space Ω = {−3, −2, −1, 1, 2, 3} and the algebra F = {∅,{−3, −2},{−1, 1},{2, 3},{−3, −2, −1, 1},{−3, −2, 2, 3},{−1, 1, 2, 3}, Ω}. For each of the following random variables, determine whether it is F-measurable:
(i) X(ω) = ω2,
(ii) X(ω) = max(ω, 2).
Find a random variable that is F-measurable.
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To determine whether a random variable is Fmeasurable we need to check if its preimage the set of ou...View the full answer
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