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In: Statistics and Probability

Let (?,?,?) be a probability space and suppose that ?∈? is an event with ?(?)>0. Prove...

Let (?,?,?) be a probability space and suppose that ?∈? is an event with ?(?)>0.
Prove that the function ?:?→[0,1] defined by ?(?)=?(?|?) is a probability on (?,?).

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TOPIC:Probability measure.


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