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Sigma Field Generated by A Random Variable

Sigma-Field Generated by A Random Variable

Dec 10, 20251 min read

  • math/measure
  • math/algebra
  • math/probability

Definition

Suppose (Ω,F,P) be a Probability Space and a Random Variable Y:Ω→R. The Sigma-Field generated by Y is σ(Y)={Y−1(B)∣B∈R}⊂F where R is Borel Sigma-Field


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