Proving the Independence Problem in Probability Theory

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The discussion centers on proving the Independence Problem in probability theory, specifically regarding a countable probability triple (Q, F, P). It is established that it is impossible for a sequence A1, A2, A3,... in F to be independent with P(Ai) = 1/2 for each i. The proof involves demonstrating that for each ω in Q and each n in N, P({ω}) must be less than or equal to 1/(2^n), leading to a contradiction when considering the existence of a probability greater than 1/2.

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  • Understanding of probability theory fundamentals, including probability triples.
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  • Knowledge of sequences and limits in mathematical analysis.
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  • Study the properties of countable probability spaces in detail.
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This discussion is beneficial for mathematicians, statisticians, and students studying advanced probability theory, particularly those interested in the nuances of independence and countable probability spaces.

dottidot
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Independence Problem: Please Help!

I have been trying to figure out the proof to this problem for the past couple of days and still don't have an answer. The question is as follows:

Let (Q,F,P) be a probability triple such that Q is countable. Prove that it is impossible for there to exist a sequence A1,A2,A3,... E F which is independent, such that P(Ai) = 1/2 for eash i. [Hint: First prove that for each w E Q, and each n E N, we have P({w}) <= 1/(2^n). Then derive a contradiction.

Note that Q, represents Omega, F the sigma-algebra/sigma-fiels and E is "an element of or member of"

Would appreciate any help with this.
 
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Add this to the hint. If Q is countable, then there is \omega \in Q with P(\{\omega\}) &gt; 0. So, for large n we have P(\{\omega\}) &gt; 1/2^n.
 

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