Question: hi, someone could solve this/ Exercise 2.2. Let X be a (real-valued) random variable. We define the law of X Lx (B) : = P(X

hi, someone could solve this/ Exercise 2.2. Let X be a

hi, someone could solve this/

Exercise 2.2. Let X be a (real-valued) random variable. We define the law of X Lx (B) : = P(X (B)) = P(W En : X(W) E B), for all (Borel) sets B E B(R), to be the distribution of X. Prove that Lx is a probability measure on B(R). [5 marks]

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