Question: Given the finite measures n, n = 1, 2,...., on the measurable space ((, A), define a probability measure such that n < <

Given the finite measures µn, n = 1, 2,...., on the measurable space ((, A), define a probability measure µ such that µn << µ for all n (i.e., µ(A) = 0 for A ( A implies µn (A) = 0, n ( 1).

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Define on A by A n1 nA2 n n Then is finite since n1 2n 1 It is a probability measure since 0 A 0 ... View full answer

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