Question: Let B be a sub-(-field in ((, A, P) which is equivalent to the trivial (-field {(, (} (in the sense that for every B

Let B be a sub-(-field in ((, A, P) which is equivalent to the trivial (-field {(, (} (in the sense that for every B ( B, either P (B) = 0 or P(B) = 1), and let X be a B-measurable (integrable) r.v. Then show that X = εX a.s?

Step by Step Solution

3.41 Rating (173 Votes )

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock

For every B B it follows that B XdP B is either 0 or X ... View full answer

blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Document Format (1 attachment)

Word file Icon

742-M-S-P (6929).docx

120 KBs Word File

Students Have Also Explored These Related Statistics Questions!