Stat 6325 Homework 4: Probability Theory, Assignments of Probability and Statistics

Two problems from a university-level statistics course, stat 6325. The first problem asks to show that for any event b in a given probability space and any given ε, there exists an event a in a sub-σ-algebra such that the difference in probabilities between a and b is less than ε. The second problem asks to provide an example of an open cover of the real number interval (0, 1) that does not have a finite subcover.

Typology: Assignments

Pre 2010

Uploaded on 09/24/2009

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Homework 4, Stat 6325 Due Feb 26
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Homework 4, Stat 6325 Due Feb 26

Name:

  1. Consider a probability space (Ω, F, P ). Let A be a field such that σ(A) = F. Show that for any B ∈ F and any ≤ > 0 one can find A ∈ A such that

P (B 4 A) < ≤.