Let X be a simple r v defined on (W, A ), so that Where A j , j 1, brvbar , n is a (measurable) partition of W, and the a j , j 1, brvbar , n , are assumed to be distinct Next, let Be ay other representation of X Then show that each A j , j 1, brvbar , n is the sum of some B i s a jIAj X aA X j 1...

Let A j0 be an arbitrary but fixed member of the A j s There is a ...

Let X be a simple r.v. defined on (W, A ), so that Where { A j

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LetXbe a simple r.v. defined on (W,A), so that

Where {A_j, j = 1,€¦., n} is a (measurable) partition of W, and the a_j, j = 1,€¦., n, are assumed to be distinct. Next, let

Be ay other representation of X. Then show that each A_j, j = 1,€¦., n is the sum of some B_i€™s.

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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 03:24 AM

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Let X be a simple r.v. defined on (W, A ), so that Where { A j

Question:

a jIAj X-Σ-aA |X = j=1

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Let A j0 be an arbitrary but fixed member of the A j s There is a...View the full answer

An Introduction to Measure Theoretic Probability

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