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- September 13, 2020
- By menge

Let (Ω,.Fi,Pi) be Lebesgue measure on [0,1]. Consider a second probability triple, (Ω2,-F2,P2) defined as follows: Ω2 = {1/2}, Ti consists of all subsets of Ω2, and P2 is defined by P2J1} = 3, P2{2} = | , and additivity. Let (Ω,F,P) be the product measure of (Ω1 ).F1 ,P1 )and(Ω2 ,.F2 )P2 ). (a) Express each of Ω, F, and P as explicitly as possible. (b) Find a set A e T such that P(A)=3/4