update ana and whteo
This commit is contained in:
Binary file not shown.
@@ -36,10 +36,10 @@
|
||||
nicht, da $\{0\} \cup \{2\} = \{0, 2\} \not\in \mathcal{A}_1 \cup \mathcal{A}_2$.
|
||||
\end{proof}
|
||||
\item Sei $\mathcal{A}$ $\sigma$-Algebra über $\Omega$ und $f\colon \mathcal{X} \to \Omega$ Abbildung.
|
||||
Beh.: $f^{-1}(\mathcal{A}) \coloneqq \{ f^{-1}(A) \colon A \in \mathcal{A}\} $.
|
||||
Beh.: $f^{-1}(\mathcal{A}) \coloneqq \{ f^{-1}(A) \colon A \in \mathcal{A}\} $ ist $\sigma$-Algebra.
|
||||
\begin{proof}
|
||||
\begin{enumerate}[(i)]
|
||||
\item $\mathcal{X} \in f^{-1}(\mathcal{A})$, denn $f^{-1}(\mathcal{X}) = \Omega$.
|
||||
\item $\mathcal{X} \in f^{-1}(\mathcal{A})$, denn $f^{-1}(\Omega) = \mathcal{X}$.
|
||||
\item Sei $B \in f^{-1}(\mathcal{A})$. Dann ex. ein $A \in \mathcal{A}$, s.d.
|
||||
$f^{-1}(A) = B$. Da $\mathcal{A}$ $\sigma$-Algebra ist $A^{c} \in \mathcal{A}$.
|
||||
Damit folgt
|
||||
@@ -120,7 +120,7 @@
|
||||
wachsend, ist für $n \ge 2\colon B_n = A_n \setminus A_{n-1}$. Damit folgt
|
||||
\begin{salign*}
|
||||
\mathbb{P}(\bigcup_{n \in \N} A_n) &= \mathbb{P}\left( \bigcupdot_{n \in \N} B_n \right)\\
|
||||
&\stackrel{\sigma \text{Additivität}}{=} \sum_{n=1}^{\infty} B_n \\
|
||||
&\stackrel{\sigma \text{Additivität}}{=} \sum_{n=1}^{\infty} \mathbb{P}(B_n) \\
|
||||
&= \mathbb{P}(B_1) + \sum_{n=2}^{\infty} \left( \mathbb{P}(A_n) - \mathbb{P}(A_n \cap A_{n-1}) \right) \\
|
||||
&\stackrel{A_n \subseteq A_{n+1}}{=}
|
||||
\mathbb{P}(B_1) + \sum_{n=2}^{\infty} \left( \mathbb{P}(A_n) - \mathbb{P}(A_{n-1}) \right) \\
|
||||
@@ -151,7 +151,7 @@
|
||||
+ \mathbb{P}(A_{n+1}) - \mathbb{P}\left( \bigcup_{j=1}^{n} A_j \cap A_{n+1} \right) \\
|
||||
\stackrel{\text{I.V.}}{=}&
|
||||
\sum_{j=1}^{n} \left( (-1)^{j-1} \sum_{\{k_1, \ldots, k_j\} \subseteq \{1, \ldots, n\}}
|
||||
\mathbb{P}(A_{k_1} \cap \ldots \cap A_{k_j}\right)
|
||||
\mathbb{P}(A_{k_1} \cap \ldots \cap A_{k_j})\right)
|
||||
+ \mathbb{P}(A_{n+1}) \\
|
||||
&- \sum_{j=1}^{n} \left( (-1)^{j-1} \sum_{\{k_1, \ldots, k_j\} \subseteq \{1, \ldots, n\} }
|
||||
\mathbb{P}(A_{k_1} \cap A_{n+1} \cap \ldots \cap A_{k_j} \cap A_{n+1}) \right) \\
|
||||
|
||||
Reference in New Issue
Block a user