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seiyakou2005n1

seiyakou2005n1

Answered question

2022-05-29

Let ( Ω , A , ν ) be a measure space. Show that if the measure over the space Ω is 0 < ν ( Ω ) < , then
Q = 1 ν ( Ω ) ν
is a probability measure.
I don't see how this is indeed a probability measure. For it to be a probability measure indeed it has to
1. Return values in [0,1].
2. Satisfy countable additivity.
3. Implied measure of should be 0.
The only thing I currently know is that ν is a measure and that it is finite (and greater than 0) over Ω. This one seems quite tough.

Answer & Explanation

cuprins60

cuprins60

Beginner2022-05-30Added 8 answers

It's not difficult. View that Q ( Ω ) = ν ( Ω ) ν ( Ω ) = 1, and your first criterion is met by monotonicity. It is evident that countable additivity results from the countable additivity of ν directly, and
Q (  ) = ν (  ) ν ( Ω ) = 0 ν ( Ω ) = 0

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