Let be a measure space with .
Prove that in measure .
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(the integral is like the expectation, and measure = probability)
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.
It's not that difficult, think about an hypothesis you've not been using Spoiler:
So you can say that it's where
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