Hi, I'm wondering if someone can help me with the following questions relating to the following definitions:
Given sample space S with event space A probability measure is defined as:
1) Non-Negative Function, P: A-->[0, infinity)
2) Normed, P(S)=1
3) Sigma-Additive, A = A1+...+An+...
4) Finitely Additive
5) Sequentially Continuous, An ---> A => P(An) ---> P(A)
Now, I need to prove the following:
1) Prove that if we suppose 1), 2), 4) and 5) are true, then 1), 2) and 3) must be true.
2) Given that An--->A and Bn--->B prove that An*Bn--->AB and Complement(An)--->Complement(A) and
3) We say (6) P is sequentially continuous at 0 iff
Prove that 1),2),4) and 5) <==> 1), 2), 4) and 6)
Thanks a lot


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