Question: Lemma 1 . 5 To any EsubeP ( ) there exists a smallest - field A with EsubeA. We say A is generated by E

Lemma 1.5 To any EsubeP() there exists a smallest -field A with EsubeA. We say A is generated by E. Notation: A=(E).,# Please prove this mathematically and statistically.
Lemma 1.5 To any EsubeP() there exists a smallest -field A

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