Question: Consider the following random variable X = 1{1, 2} + 2 . 1(3} + 3 . 1{4, 5,6} whose distribution function is given by Fx(x)

 Consider the following random variable X = 1{1, 2} + 2

Consider the following random variable X = 1{1, 2} + 2 . 1(3} + 3 . 1{4, 5,6} whose distribution function is given by Fx(x) = 0.5 . Ix > 1} + 0.3 . I{x > 2 } + 0.2 . 1x 2 3). Construct a probabilitis space that induces the above distribution. In par- ticular, obtain the o-field generated by X, which is the smallest among all o-fields that makes X a random variable

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