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Probability 1 - Measure Theory

Measure theory notes

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Soumik Dash
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© © All Rights Reserved
Available Formats
Download as PDF or read online on Scribd
0% found this document useful (0 votes)
57 views

Probability 1 - Measure Theory

Measure theory notes

Uploaded by

Soumik Dash
Copyright
© © All Rights Reserved
Available Formats
Download as PDF or read online on Scribd
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BNE & te-4 278 € Oca) f @ [5 ae) (we #(R)> 2 i Se pent of Said we Co Tofleeb de. eae of Subset pa ee mn ae rd ets, Te fs core 5 Ate [elect Under Connpicmentahin as: % 1) Ay Aas oe aN as pare Net ender ea wuvon. & oe Pa Al Bx ef Jel a a PY 1G. prod P°- NEAL p ne -ge A Smarr fossibie 62 peed : of Subse of canoes yeoipia an Dampu of : or Aubset whith 2 WP Suggerr any clot f i OW fred bub net pee Phot o Se hefes. ; SUL ea > pr nie # 2 Ar Aa. Ee oo D* D: An oA nel we oe z [ Ma, : (9D hea] EX: Ne £15, 12, 20035 *) P= Se, 0, Sis}, pray, Lb e033 {sth as 20234, 117220233) 8 ne & &, OF etaeh tender Comp ynnertilicon Gy led ider Upuntrble Gon « 8 sossuf wise qos, aig 4 Hanu,” the clas £ % noe @ O> fred. Samp: A= Pens gr, 5p acest, Piast ['s52 2023} 8 $19 Few Cor Dd faint v b Oe a Pr _re| dé ign | , AUAS ee t= | For ang LL, Zr. ip nat, ay oa oO feet % Surses of 9 Teeacn] sg not @ Tp ms 8 *t menhene4= ter We on OE ri “Oumedt A Iv". | % ne | oa Sy Cam of am countable § to tabu es Pn R £6 Sb Oo countobe PP Bo 6 Countable) ° ER - Tt. Eo = S¥S t Countobe “Es wlourntabkle ° (1) Untountabe (net Countable) (01D 2 Coo 0] U C12) ED | WL Crsetab @d yn met | Co countable tiple Bint i. oT eka; Onegai y bute net bo COtintable- © Tp DN: T 2 Countorte An weir at Coceuntable - oO BP 2°- 9 Bo Cauteble DD 5 Cocwmtabe a © Mee © [Fe Ae] A ob Qo Count atole > Al hb Count L She PA’ € Fee Ab Countable & A-ay* by Countable Sy Al Cocountabte ry AS € Aee Aed 4 tared , Under counsflementalton Gi ®An De teat abe Wa (ier! O Ay. (tountab le Union of Countable S45 ) nal (Buhl The é Mee | OM ty Cocountabue for ab art One net. woe (Yan) = An DA & Countable fer ae Pa ab Uart ere nv AP Fitey © | Say wi (hoy) ] | Now, ' we (Purr Se Any Cuntate et o atre 8 ae (Utne teiantage 2. g¥An 19 ocountente. : Ae Ace &. ced rer countable “ln Horna, Nee in Ustrnteibie - Cocount abe Aigns (o) fia. ee (Prrodoeus? tug” tuasure — [Kolmeganw | A furiow LAs R we cated prob abl lity” muaioe On (2A) -1P di) £(- 24. Gin Ay Ags 6A, ° . : Arn Ae 2 & SApy Ups Wds-- (prose En ay #4 > Isreatan: ey J PCAnd . | | | OkD70 7 Aer | | An) = As ® pind | | ba i ae | B | _—__._} A O@ [Fcp- o} Te URI BY pix, Meonstdenig a LOX) = 200) + tps LCP) 4 i ‘ger) 2 5 ero Te 2-9-1) we OD Ayana... Am EH & ACNAS = 2B, 4 IK, tof 2 bapa te * £(,2, Aig) = 2 Pn) [Ftnttely eddtive | frecf Tose Ay = 2 ¥ pestle M4 E24 4( 8) : a £ (An) c= (Pap) Od : Rene pads bvily) mm he i / Lhe Sang Seb AO feA ¢ Py) - ra (0 g prp)-o- OB PM <5 yy ac Ht | Lrsof- w. Auals 59. SP 4 Ga a CAD 2 2 EAnenw 651 ; ea 0: £(A70- eas 1- PAD EF S Baty 1. P(A970 > P(A <1] OE PAY = PD AEA @@ 106 5 4S BD, A664 6 Luvo: r BQ Boon w (BA) | By | a ~y 1B) 2 PAE #(B-A) (by Bb) — o P(B-N) x0 (oy 8 Wd) >) P(A) y Pln) Nowe (2A)! Measurable Space Pre ee D>. Prebabtiuty Spar - i aaah = [442,15 4mF ro a= fae PCD = ayut O- fred a ¢ a Subreds of 2 Piaege ry felt ow Pla). BA, Ac LC faday) = P(faye ead (eye = 2 ee A bc (B= ee ee *< amerrbou fr 6] | © POrev Aba Stet: card(py Cannéh be negate) : @e(ny- wrt _ a 2) > Ue nw Boy Aaa, € A, AEMA;= Gy IZ; =i K oe Re Be - ard( YU Ee Jf 8 AnD @ e( uAy) Gard( 5, 3) J a re 5 txt (ag) Jer are S205). 4 = 2 MAG). 2p Jat eZ ly nn ox, wa cl = me Bag. ne jar EMC] Be bo, Aca 2. Pid D \ Apt D0 Rf tp tauty (Sine 2 Bw finde LD # : aes £(An) , fe . DG Vice Honing, Linon’ at (Counters . prnits) | i _ ti: Ex: Re Jay 42) 43, - 4 a= P(Y Define ep Pia}. Pee ture (2 Pe = Us baz ee Gone, e ee Py ee Ts Po a frebabfuly” Hearne ? 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He Cty 5) "Spit fot si regard) = Il Tee abe aul a giaens) fel e(D=1 Gy Bis Bay -- EA, Aenay:g, viey < oe, a P( Ws) = Ug ew 2 UA) wees a 2 P (At) Bk jel . > 3S < P(A) nz * oti ]23 - O- Prout (4) com (Db new Cb ne Ay AeA t - 90. a WD Apa ye 6 ae ty U Ay OF Dye] Po aopey Con) WWE) of) y: pe A O (a) =I ss OY £66) FAAP iE hey | one | : Be ph ee pte Bey | + Ay ES SE Ne Parars-./4 4 olny PLUG 2 fe te 223,- a boy Wher. yg Epes ) aah Soll or, AEN IECM.= ST pe | a _ azen | Suppere, Mery tra. taf og Z fem ba thy ce D2 % 0 vVAEA Sine pexo we GD f(s Spee pao deat i= bia Uy ApAa > é 4 Aan Ay = D4 Ay 0 20 Wade Spo. FS Uk Eps ae n Ose i, am non ive) i ‘f ty h 4, \ pagel ie rae 2 5 F(tn) @ Beh OA nel u es ale Aw Ayer: wo AtnAy= BD, ¥ iffe tare -- J Oe Here, PS a probability prens we - Neu Petiuon (A) © cio mat Bx O5pBne= a pos = 2295 < , fre eA jeube 074) BO D yc above preteen % AS oute Ao hibulkons haging tL Sav-fre peer)» why or field b neceiary 2 SOLE ovr ee us Consider aur Orla pre ele Coma 4 (oes 8 drew at vendor fern (9, y As PCD ex -3--] so) = 4 oT yw % Ft flo4 y= te £(4-9 5 2260-49 V4 ey flo a] = z - Plawj= b-& ) 6¥atbs i £4) eet as [fay © Co4] Oy Pat & 1 - 5 P(oa yates = se Cy “fe 4 [parece t]m Gil He (%IJ ook sey a Pjayo baw veliue ttre NOE: Probabiuty OF A Aivgubn let 0 won, #(Or4] u (2.31 )23 th + He Cy Ptr d Nee, Je G net porto te arsign prob abile hes to a Subtes of -2 = (051) Subject to (je) = b-& Ger: P i wnene OH O° olan af dubren of 2- (i) f Suck at © prek mMONe Ly ditated Ow &: 2. fusseay oe Og = Iipsh, fv, Lag} | “0 @reta o. Sypren ad Lista fn tpe inf 4, BAe Lfnss, EERE G2 Lo 6 T o a or ei ® fr 4 T- Syprem 9, DL may Net be Veneto Mien bUU . = 4 — 1 J &: n-R yeh (ry. xe Ry Lz C. 7 Say 4, - (= 02 %)J Age (-0) Xo] Ai NAg = (200, min fa, xoy) € 4, 7 A. TI Sypten, a Seni- free a A class 4 of dubpets oy Pa A Semi. freed of Ly Az g i bh, ander Wa *, BE Za apee 4 ee ret ad gttcakine P Any Senn freed rere de > 1 Sys rat Ge he ¢ a -e yal. We; for Some G6. fh (Max fayary, Mint bubt] € 9 : . oy A, ar ES at a AD te fare] Suppers (AJ 0 Cy-052 Tal Qa 3,425 4 (4,5) = pe 8, Gy pe Cad ee ur wet). 9 a + ! pe 2 0,47 0 (od) EA, é4, é AS 5 not a arb Ue of ! moy mer belowg Seeii paoe gph ance Mans teen at ap tome del to dayoak d Ubon Sn Beet Pe new: [p « a] 3 > 2° 6: WE [eg Quiet ial DD. bz, fer some F Howe: WC 2 1 P -atwep bong : 48 | 0 9 ang | MT Sptem La, 2 Ana Fate Be, | Au piaed c ~ fl Fetd ve das 7 Of Aub of 2 Lo COtk a frretee “ip © we Fz = a> a © F »\ pve €F (Co aera ates [etre tunrker Consp Lemertalion |, mee TDAVCET (eroed rnder Pi tuierd Mee. ne ey Weer A gay ben: TD) of Dat, ac ge T [erent : lemen babies) Dy aluet e F Tees ter Pini dosent) > (Afvay® eg: [ede ender ( cp tawseadah’on), Nel 3 ny Purdy Mek Pred. Ace Se Wee, uta .Ene OF Jp te Ac met Henee, SO & FCB Sev’. freed, _ Note 42 Ay far Ame T >, UAL EF ™ . > male Tz fe he [lero sasberf- B 8, oem hus Cnuk urheter 8 co a fede . @ ly $1 = (ogju@e] ds [i Ay emintns fngerwak . fee fers (4, A, do er a fret , Seb enty a Seu freed pence 2,275 can be wie aba 4 _ en @ Lisyoit tuwten ot @sy ond G ute (04) & ) cbemg to B, 4, & 7,2 tay of ou frvte cheaeink ae one of tee of 4 5.0 (ine ee 25. mo aay 15 ein be] ONG 4 SEK Cre gue 3 a3 z Do Situation Hea paul net be YW Mel, a 20> b= | < 6 A 12, (4e.b27 = (0% 4) = (.17 > 2 E 4 0 ge ware] [a ctec- Pimed ne} wa, ped [ire aU: pe x]. ie | ‘ 6 a oe, = Pr» Jah, {OdY, fare p fas feet, fers, {ody f 1Hbyn faacts sare zg, 6, 5 net a TT Ayslen . Ly Net a Seme- fresd oe fae} u{odj=n € by 5 kG aw BH Syprem . TO Wed! A. Syppem % Ot an exbtertion of Te Saprems Bena pied» ford Bet Fg fuss. G2 Cas of au Ginate ~ Sets af ug pe TM (6. b 1 rghe@s A= GJ 3s 7% B A- Syren Solution , “ay ne GH FF 8 4 fect] de spout tunion of mid, Esl wMpenpaces, C «J Gia (ayn 10 tra je tt TD. fo 7, » A Arby t i Warn nO eh fe Jt aah - + de [ae EF, 7 out F, a claw of pate Ste ty 3 ist wget 4 4 ae ty = Me Sin, SERED Ft ipa iat Ly

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