Let = {a,b,c,d,f}. Consider the function X: 22-R defined by X(a)= X(b) 10. X(c)= X(d) =...
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Let = {a,b,c,d,f}. Consider the function X: 22-R defined by X(a)= X(b) 10. X(c)= X(d) = 15, X(e) = 0 a) Determine the o-algebra generated by X (write it explicitly) b) Now consider the the a-algebra F defined by F = {A, B.,0} H , where A (a, b), B = {c,d,e): Indicate if A is determined by X? what about B? Come with a r.v. Y, for which A and B will be determined by it. Let = {a,b,c,d,f}. Consider the function X: 22-R defined by X(a)= X(b) 10. X(c)= X(d) = 15, X(e) = 0 a) Determine the o-algebra generated by X (write it explicitly) b) Now consider the the a-algebra F defined by F = {A, B.,0} H , where A (a, b), B = {c,d,e): Indicate if A is determined by X? what about B? Come with a r.v. Y, for which A and B will be determined by it.
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a To determine the algebra generated by X we need to find all the preimages of Borel sets in the ran... View the full answer
Related Book For
Income Tax Fundamentals 2013
ISBN: 9781285586618
31st Edition
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
Posted Date:
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