Refer to the field C of Example 4 in Chapter 1 and on C, define the set
Question:
P(A) = 0 if A is finite, and P(A) = 1 if Ac is finite. Then show that
(i) P is finitely additive.
(ii) If ( is denumerable, P is not σ-additive and a probability measure.
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i Let A i C i 1 n A i A j i j and set A n i 1 A i so that A C Then either A is finite or Ac is finit...View the full answer
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Related Book For 
An Introduction to Measure Theoretic Probability
ISBN: 978-0128000427
2nd edition
Authors: George G. Roussas
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