If the sample space is
and if
is a set for which the integral
exists, show that this set function is not a probability set function. What constant do we multiply the integrand by to make it a probability set function?
If the sample space is
and if
is a set for which the integral
exists, show that this set function is not a probability set function. What constant do we multiply the integrand by to make it a probability set function?
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