Question: Let {Ai, i ( I} be an uncountable collection of pairwise disjoint event in the probability space ((, A, P). Then show that P(Ai) >

Let {Ai, i ( I} be an uncountable collection of pairwise disjoint event in the probability space ((, A, P). Then show that P(Ai) > 0 for countable many Ais only.

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For each n 2 there are at most n1 events A i s for which PA i 1 n because otherwise we ... View full answer

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