Suppose T: (2, B) (, B) is a measurable mapping and X is a random variable...
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Suppose T: (2₁, B₁)→ (₂, B₂) is a measurable mapping and X is a random variable on 2₁. Show that X € σ (T) iff there is a random variable Y on (2, B₂) such that X(ω1) = Y(T(ως)), Vωι €Ω1. Suppose T: (2₁, B₁)→ (₂, B₂) is a measurable mapping and X is a random variable on 2₁. Show that X € σ (T) iff there is a random variable Y on (2, B₂) such that X(ω1) = Y(T(ως)), Vωι €Ω1.
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To show that X T if and only if there is a random variable Y on 2 B such that X1 YT V 1 we need to s... View the full answer
Related Book For
Discrete Mathematics and Its Applications
ISBN: 978-0073383095
7th edition
Authors: Kenneth H. Rosen
Posted Date:
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