Question: Consider the probability space ((, A, P) = ([0, 1]), B[0, 1], (), where ( is the Lebesgue measure, and let F be the (-field

Consider the probability space ((, A, P) = ([0, 1]), B[0, 1], (), where ( is the Lebesgue measure, and let F be the (-field generated by the class {[0, 1/4], (1/4, 2/3), (2/3, 1)}. Also, let X be the r.v. defined by: X(() = (2 ( ( (. Then show that

And compute a1, a2, a3
Refer to the special cases discussed right after Definition 1.

+ a31,11' azl.11 = a\I[o.{ ;(,{a3lX\F))+ a21.31 +

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