Alexsandro
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An probability measure on same space \Omega is a function of subsets of \Omega satisfying three axioms:
(i) For every set A \subset \Omega, the value of the function is a non-negative number: P(A) \geqslant 0.
(ii) For any two disjoint sets A and B, the value of the function for their union A + B is equal to the sum of its value for A and its value for B:
P(A + B) = P(A) + P(B) provided A.B = {\O}.
(iii) The value of the function for \Omega (as a subset) is equal to 1:
P(\Omega) = 1.
Now, reply these questions:
If M is a probability measure, show:
(a) that the function M/2 satisfies Axiom(i) and (ii) but not (iii).
(b) the function M^2 satisfies (i) and (iii) but not necessary (ii); give a counterexample to (ii).
(i) For every set A \subset \Omega, the value of the function is a non-negative number: P(A) \geqslant 0.
(ii) For any two disjoint sets A and B, the value of the function for their union A + B is equal to the sum of its value for A and its value for B:
P(A + B) = P(A) + P(B) provided A.B = {\O}.
(iii) The value of the function for \Omega (as a subset) is equal to 1:
P(\Omega) = 1.
Now, reply these questions:
If M is a probability measure, show:
(a) that the function M/2 satisfies Axiom(i) and (ii) but not (iii).
(b) the function M^2 satisfies (i) and (iii) but not necessary (ii); give a counterexample to (ii).