Exercise 2.2. Let X be a (real-valued) random variable. We define the law of X Lx(B) := P(X-'(B)) = P(w E N : X (w) € 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).
Exercise 2.2. Let X be a (real-valued) random variable. We define the law of X Lx(B) := P(X-'(B)) = P(w E N : X (w) € 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).
Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter13: Probability And Calculus
Section13.CR: Chapter 13 Review
Problem 43CR
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