Question: Consider the probability space where = [ 0 , 1 ] times [ 0 , 1 ] , F = sigma ( {

Consider the probability space where =[0,1]\times [0,1], F =\sigma ({[a,b]\times [c,d] : a,b, c,d in [0,1]}),
and the product measure P with the property that P[[a,b]\times [c,d]]=(ba)(d c) whenever
a <= b, c <= d.
Consider the following subset of : E ={(\omega 1,\omega 2) in : \omega 1 in [0,1],\omega 2=\omega 1}.
(a) Why is E an event (i.e., E in F)?
(b) What is the value of P[E]?

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