Question: 6. Let (9,]: , I?) be a probability space, and 141,142, . .. be an increasing sequence of events; that is, A1 g A2 g

6. Let (9,]: , I?) be a probability space, and 141,142, . .. be an increasing sequence of events; that is, A1 g A2 g Using only the Kolmogorov axioms, prove that IE" is continuous from below: hm PM\") = Muzzle) . nmo Hint: Work with a new sequence of events 31 := A1 and B\" := A\" \\ An_1. [2]

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