Question: Two measures are called equivalent, denoted v. if each is absolutely con- tinuous with respect to the other. Verify that this is an equivalence relation.
Two measures are called equivalent, denoted v. if each is absolutely con- tinuous with respect to the other. Verify that this is an equivalence relation. If
(a) is a probability space, X, is a nonnegative, random variable and is the indefinite integral of X, 1-1.2, then, if [X-01A[X-03-0, the two Indefinite igrals are equivalent measures.
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