Suppose that ( = {(1, (2,...}, and let A be the discrete Ï-field. On A, define the
Question:
Then show that
(i) μ is nonnegative, μ(à = 0 and is finitely additive, but it is not Ï-additive.
(ii) ( = limn( An for a sequence {An}, with An ( An+1, n ( 1, and μ (An) = 0 (and therefore μ) (Acn) = (), n ( 1.
Transcribed Image Text:
0 if A is finite, 11 (A) if A is infinite. X
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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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