Consider the measurable space ((i, Ai), i = 1, 2, and let C be the class of

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Consider the measurable space ((i, Ai), i = 1, 2, and let C be the class of all countable sums of rectangles (unions of pair-wise disjoint rectangles) in the product space (1 × (2. Then by an example, show that C need not be a σ-field.

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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 03:16 AM

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Consider the measurable space ((i, Ai), i = 1, 2, and let C be the class of

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C as defined here need not be a field Here is a Counterexample 1 2 ...View the full answer

An Introduction to Measure Theoretic Probability

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