Measure Theoretic Probability, Lesson 5

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Extending a probability measure, continued
  1. A Probability Space
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Комментарии
Автор

Yay! Another Measure Theoretic Probability lesson! Thank you!

jayfarrell
Автор

thank you for the great lesson will other videos be uploaded as well

cyrustaba
Автор

Thank you for the great video. I have a couple of questions.

1. Have we sneakily used this idea of extending a probability measure in an undergrad probability course where we covered standard continuous and discrete distributions like exponential, normal etc? I understand that once we talk about random variables we don't really bother about the underlying sample space (correct me if I'm wrong), but I'm curious to know if we have ever done it without realizing.

2. Is the sigma field generated by F_zero equal to or strictly smaller than M ? Is there an intuitive (or probabilistic) intepretation of this mathematical fact?

madhavpr