请问一个基本的概率问题
对不起,我脑筋范晕,可能很简单的问题在我这里也是老大难。拜托大家了
谢谢!
Let = [0; 1] and F be the sigma-algebra generated by the dyadic intervals
[k/4,(k+1)/4]; k = 0; 1; 2; 3 :
(a) List all events in F.
(b) Let X be function defined on omega (I don't know how to type the greek letter) as follows:
X(w)={k/4 if k/4=< w < (k+1)/4 and w<1/2
1/2 if w>=1/2 }
where k = 0; 1; 2; 3. Show that X is F-measurable.
(c) Give an example of a function Z : omega-->R such that Z takes only finite number of values and is not F-measurable.