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Math Help - Probability measure of condition expectation

  1. #1
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    Probability measure of condition expectation



    I kniw Q(A) = P(AnB)/P(B) but nor really sure where to go with this next, could someone please provide the next step for me please.

    Thanks.
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  2. #2
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    Re: Probability measure of condition expectation

    Quote Originally Posted by Helpmeplease1 View Post
    I kniw Q(A) = P(AnB)/P(B) but nor really sure where to go with this next, could someone please provide the next step for me please.
    Show:
    1) \left( {\forall A \in F} \right)\left[ {\mathbb{Q}(A) \leqslant 1} \right]

    2) \mathbb{Q}(\Omega)=1

    3) If \{G,H\}\subset F\text{ and }G\cap H=\emptyset\text{ then }\mathbb{Q}(G\cup H)}=\mathbb{Q}(G)}+\mathbb{Q}(H)}.
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