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Math Help - Is independence indpendent on measure?

  1. #1
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    Is independence indpendent on measure?

    Is it possible that 2 sigma-algebras could be independent under one measure but not independent under another?

    Many thanks.
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  2. #2
    Super Member girdav's Avatar
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    Re: Is independence indpendent on measure?

    For example, consider a measure of the form Q(A):=P(A\cap A_0) where A_0 is a well chosen event.
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