Question: Please help with this question 5 ProblelLet Pi, i = 1, 2 be a probability measure on (ni, Bi). Con- sider the product space ($1

Please help with this question

Please help with this question 5 ProblelLet Pi, i = 1, 2

5 ProblelLet Pi, i = 1, 2 be a probability measure on (ni, Bi). Con- sider the product space ($1 X 12, 81 X B2). Assume X : (121 x 12, B1 X B2) - (R, B(R) ) is a Bl X B2/ B(R) measurable map. Prove Y (w1 ) = 1 - x ( w1 , W2 ) P 2 ( dw 2 ) is B1/ B(R) measurable

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