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Let C be a sigma field on a set O(omga). We say that a mapping X is measurable C if X defined on (O, C) is a random variable. Show that if C =...
Let C be a sigma field on a set O(omga). We say that a mapping X is measurable C if X defined on (O, C) is a random variable. Show that if C = {Phi,Omga} and X is measurable C then X is constant.