Friday, 2 November 2018

measure theory - How to determine if a random variable is mathcalF-measurable?

For example :



Consider the state space Ω=R, the σ-algebra, F={(,0],(0,),0,R} and the random variable X:ΩR defined by
X(ω)={3ω<05ω0
Is X F-measurable?

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