Let X;, i E N be independent Bernoulli random variables with parameter 0 < p < 1. Find a single event A that has probabi
Posted: Sun Oct 03, 2021 11:42 am
Let X;, i E N be independent Bernoulli random variables with parameter 0 < p < 1. Find a single event A that has probability 1/2, regardless of the value of p and a second event B that always has probability 1/3. Use the o-algebra axioms to show that A and B are actually events. Hint: The function f(10, 11, 12, 13, ...) = (L1, 10, 13, 12, ...) preserves probabilities and f(f(x)) = r.