Q. 2.5

Question

For any sequence of events E1, E2, ...,define a new sequence F1, F2, ...  of disjoint events (that is, events such that FiFj = Ø whenever i j) such that for alln1, 1nFi=1nEi



Step-by-Step Solution

Verified
Answer

We have1nFi=1nEi.

1Step 1 Given Information.

For any sequence of events E1, E2, ...,define a new sequence F1, F2, ...of disjoint events.

2Step 3 Explanation.

Fi Fj=φ,ijEn ;n1E1 E2...EnEn+1...limnEn=∪EiE1E2...EnEn+1limn En =∩En

F1,F2,...     F1F2=φ ,    F1F2=φφE1E2...Enφ(E1φc)(E2E1c)...(EnEn-1)

F1=E1φcF2=E2Ec1...Fn=EnEn-1

F1   F2=(E1φc)(E2E1c)             =φφcE2             =E1E1             =φ

Fi  Fj=(EiEci-1)(EjEcj-1)         =EiEcj-1         =φ


∪Fi=(E1φc)(E2E1c)...(EnEn-1c)           =∪Ei