(DeFine ndiRcato function

Q LetAn,the eal Valed En fA) o2La defned

Follos:

fumetion of t
en T a l l e d I n d i c a t o
(nverJenapPina Pae eve oll 6et 2elation.
2. Paove that
a) Let Bcccn

.*ce)c *'cc)
i) Let BkC,then

.. Henepoved

3. F Ais a lass of swbS eti of and is oa o. -eield,thes

the class Bof all sets ohose inver6e mag belorging
toA is aso a o Field
 n B:) e A (: Ais a o-field)

) oB)E A

nBeB Bis clojedunde inteisekio.

singilalyts clos edumde comPlimentakio.
:. Ris ao-field
.. Henepaoed

4.) 1f G is a field lo - field) ofs b sets of n , ) i s

fieldloo-ield) of Swbset of
miniyalo- Hield vee amt
) Tnvye( a s y oe the
las Gis the miniwal o field oveacs)

Paoof :

(magy of the leme nt of [Link],3ine s isa-fiele

B), 8a)-- EA

p(8:)eA

Thy is closed undes outable

mtestiony,
sinie(L8))': 89,A is closedunde Loplinmentatis
 Henie its a - field. Thuythe inese of o- fieldis a
5-field amd iypatícl aa, invee of a fíeldis a field.
HemeePoved

L)l Let rs)bethe min imm al eildontarinSadays of

sbset of 2. E20w CocG)) is a ield of Subsett

Thuw, ols)) (CS))

To Paove the inelionof theevee,
The cloys of al iubsti Bof ' whose invewe magey
aue elemento of the s)coais))

)rCs)cE

By deeintionof B

.. alr(6) C ole'Ls))
. Heee Proed.

5. Deine Measble Funtio.

Loyidea f n t ioy X:2R, eal valued.
Let & be the boel eield ofswb sets o R anda bo
the oield ots woseto of fe8)e4 for al BOLel
set e GR,they s Saudto beA meas wwable
funtioy.
6 Deine Borell fumetion
a Themopping C:RRis a Boel fumetioy of s)eR
foRaul boxel set Biy theange sPace and Boel
 ield R in the doma.

4 De fine a radomvauiable.
A ealalued A me agwable tuntio detmed
onn Lalled andoy va able. Thy ris a av ife
-'B) the s-field indied by is comtainedin A

6)GA Be B
EQuivalenty a)is anevent foa evey Boel set B
iythe amae space ofX
8. beene an imnduced oo field byv
The o field x 8), BE & Containing vee
(agyof
all Boel seti iS calledinduced
signa field by c
and its also denoted by Re).

q. te the Lnduced o field by Dndrcatou

y TA:
LA: R

, tA
LN'8)*,AA,
ohich is o fieldmduced byTa.
[Link] is deemeatR ondoy Vaiable
A,v X, m5R called degeme ate v it thele
ecis t5 a conytamt CER Swh thot xl) 2c
4Wt
The tange oxis snaletonietc.
[Link] the muced o- field by degeneate omdoy
varale orcontamt fum ctioy.

* (8):, degemelate o- field.

which s the o- field mued bycoytamt fumctio.

(2. Let xl) (o:wtAo

oite thenduedo-ield by the eumtiox

axB)1 ;B doenot contain co, ci, C
Ao;6 Lont arng Only Co
AjBLontain only C,
A; B cont ai only Ca
AoAt+A,8Lontais and
Ai Ao +Az, B cOntal g Co anda
Ai Ao +Ai BContain Co andc
s,Bcont ai co, C,, C,.

[Link] simple Funetion

AEinte linea combination of indicatou oesets.
4. Deine simple gamdom vauiable.
a. A &iyple sandom Vaiable is
asandoVaiable
that antake only atintemube o distint
valeeg

Qi le ealnugbey, Ai aue disjoint meay blest

 IAi)is the mdicato Functioy.

Ai

ls. show that Boel tunctioy ofA megable fumetion

X1S a A meaywable amd indutey a swb o Fieldoe

that ndueed byx

a Lt Ki nRbeaA meayab le funtion.

Let ftiy.
: RR bea Borel

c x(e) cA

LG. Detine tamdovecto ith ameaple.

A 3Ondom vetor iS
fumctioy K: 2psuch that
foL evy Boel SetBcR' EBY eA heLe Ais a

Suhthat fo &any wn
wemy aJsocíate
zlw) clew),glw)).
InR conside the das of Ul
2ectamgley bowndedby
the me a2a, g b,tCandyed amd acb, ced
 E2: Let z (TA, T&) then,

Z CB) , Ba oesnot tontaqin al 4 POints.

AB,B1 doewcontain(o,0) ony
2 AB,8i Contaiy (l,0) only

Bicontaiy 4points

(t- Letx be randong vaiable, pAove o dispaove lxlisa

Lex: R beQav.

Foxa gvenx, defime tuoo noy negtwe fny.

x*) (*l), xl)20

O, xlw) >o
Here x*and x aue boLel umctioof.
Stnee am boLel ey f ) f 2vx is aav.x*amdx aue
andom vai abley.

Detme lxl)l x ) t xlw)

x*)+* (w)s aboel mes able tnof r.
SineX andx ae a-v ’ lx\ is aav
 Afunctioy y on o
amy ealnuybe t,
we&:y()styeF

{0: lx (w)letyeF

lE theo field Fis omplete,

we cam u rt e , x t 1 U lxtt+ OX-t-!

Xis mneaable, hene X1s 2v

. H e ePoved

tq Let la,b,c, dJ and A:2,, la,b),(e,dy.

a ramd oy vaiable.

Givey: 2 a,b, C,d

efeld2,,(a,b.,d)

X(a)20e Xlb), x c)2 ,xd)l

weneedto hek ieits me able.
Valuey of X2-I,0,1 distint)
 Xt: a,b, c ; but a,b, c A

XEac b u t c A

\\mce Some s e t r e c og a,b,c aenot iy A

Xis not meayw abe [Link].
XiS not a v .

20 Lf x and ae ev, P.‘ *4y is alo v.

X amd y aue defined om samme Probability spacp.
To show Z 2 XtY.

Fo amy aealt,

w:x(w)+y( o)ty 2 U2w: XL) yniw:YCw)sEeal,

Q- setof ational mumby.

21. LetXnbease wene ofav showthat iy
Sup X and liy inf X aue alsolv.
LetXny be a s e e n e of2v de eined o
Probabilty space.
li suy

Sup xKis a V anndin XK1S Q-v.

Ky

Count ble (nmnum o f2-vis2v.

similaly, iy infXy is aoaV

22. (e Xis aav, then xano x ue alyo amomvaiab le

a x 2R.

x*a aclx, o),xmarl- X,0)

xt called positive pat ofx amd x
alledmeative

fOR a y tER
 )(onwide X
Xlw ac (-xlw), o)

dinee-XiS a vand tvepat o f viS a l s o ;

23. EX amd yae ramdong vaiabley, s.7

) Xy i)mar (*,Y) ) min (*, y)
uerandoy aiable.

i) x amd Ya e -v
Cx+y- x-y)')
X+y and *-y ae amdo ai able.

linea combimaton of 2vis alo v.

Xy is asamdoyvaiable.

) Xandya e av

mar x, Y)2 K+y+1x-y)

2

X+y 1S alV and lx-y] is also aRv

Sumof aandomVarable is lso aav
Multi ply by l2 Pae Uvee meas ability
ma(X,Y)is a v

) Let x and Y aLe v

miy L*, Y)2 x+Y - lx-1

simila eaona mac (X,Y)

min Cx, Y) is aso a v
Henee PLoVed