Let be a measure space with .

Prove that in measure .

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- Dec 21st 2009, 12:34 AMKat-Mconvergence in measure
Let be a measure space with .

Prove that in measure . - Dec 21st 2009, 02:34 AMMoo
Hello,

See here : http://www.mathhelpforum.com/math-he...-1-yn-0-a.html

(the integral is like the expectation, and measure = probability) - Dec 21st 2009, 05:43 PMKat-M
i understand the first half. but i have a question on the second half.

by letting , and mimicking the steps. i have

but how do i show that without knowing that is a probability measure? is there anyway i can estimate integral ? please help me. - Dec 22nd 2009, 02:55 AMMoo
It's not that difficult, think about an hypothesis you've not been using :D

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