Tag Archives: probability

Measurable Spaces – Problem (48/365)

Another question on distribution functions. Show that each of the functions is continuous on the right but is not a distribution function in . Take the first function. To show that it is continuous on the right, let and let … Continue reading

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Measurable Spaces – Problem (47/365)

The previous post involved distribution functions over the real numbers but it’s also possible to have distribution functions over . A problem asks to show that if we have the distribution function And a difference function Then show that Just … Continue reading

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Measurable Spaces – Problem (46/365)

The rest of the chapter on -algebras goes through the construction of various other measurable spaces such as those on the space of 1) continuous functions, 2) functions continuous on the right, and 3) direct products of measurable spaces. The … Continue reading

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Measurable Spaces – Problem (45/365)

Show that the following is not a Borel set in (this is the -algebra of functions over the domain unlike the previous onces we looked at where the domain was over the natural numbers). If is a Borel set, then … Continue reading

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Measurable Spaces – Problem (44/365)

Following on from the previous post, is the following a Borel set? This is a Borel set because we can intersect the set of converging sequences and the set of sequences bounded from below.

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Measurable Spaces – Problem (43/365)

Continuing the last post on showing that certain sets are Borel sets, today we ask if the following is a Borel set. This is the set of all sequences converging to a finite limit. My initial thought was to use … Continue reading

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Measurable Spaces – Problem (42/365)

The chapter on measurable spaces introduces a -algebra over the real numbers . The Borel algebra, , is the smallest -algebra where is the algebra generated by finite disjoint sums of intervals of the form . By the direct product … Continue reading

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Measurable Spaces – Problem (41/365)

Let be a countable decomposition of and be the -algebra generated by . Are there only countably many sets in ? The answer is no. We can show this by showing that the natural numbers is a strict subset of … Continue reading

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Measurable Spaces – Problem (40/365)

The past few problems looked at how probability works when we have an infinite sample space. It didn’t cover how one can actually assign probabilities to such spaces. That will be the next task. Before that, the book covers the … Continue reading

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Probability Foundations – Problem (39/365)

Let be a finite measure on algebra , for and (i.e. ). Show that . Since ,

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