U ¥ ( , ¶ , 8 ¥ « ½ § À ¤ ª r ¯ ¦ « ¯ ª ¤ À ¤ ª ¯ ¯ , U ½ # µ ( & ( C í í, ) = (x )2/2 2 2 2 µ σ πσ µσ • The notation N(µ, σ2) means normally distributed with mean µ and variance σ2 If(X,A,µ), ie fgbelongs to L1 K (X,A,µ) The desired inequality then follows from the inequality R R X fgdµ ≤ X fgdµ Notation Suppose (X,A,µ) is a measure space, K is one of the fields R or C, and p,q∈ (1,∞) are such that 1 p 1 q = 1 For any pair of functions f∈ L p K (X,A,µ), g∈ Lq K (X,A,µ), we shall denote the
Motto Siyobonyan 1 Inekopantikomikkusuj A A Ae µ A U E A N 1 E I N ƒrƒ ƒbƒnƒx Kikka Amazon Com Books
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A u e arabic-¡¸¤° ¦µ ª´¨ » ¨µ ¦ ¸Á n ¦³ ε ¸2561 ª´ ´ ¦r ¸É 24 ´ ªµ ¤2561 ε® µ¦ 1800 10 µ µ¦¥r¨³Á oµ® oµ ¸É¡ ¦o°¤ ´ Ä ®o° ¦¦« µ¦ (Salle d Expo) °µ µ¦°´´¤ ´ ¦« 0 ª¥µÁ ®´ª®¤µ 10 30µ— null set, ie all µ—nullsetsareν—nullsetsaswell Remark 138 If µ1,µ2 and νare signed measures on (X,M) such that µ1 ⊥νand µ2 ⊥νand µ1 µ2 is well defined, then (µ1 µ2) ⊥νIf {µi} ∞ i=1 is a sequence of positive measures such that µi⊥νfor all ithen µ= P∞ i=1 µi⊥νas well Proof
II Let x1, x2, , x n be a random sample drawn from a population with mean µ and variance σ2In other words, E(xi) = µ, and Var (xi) = σ 2 for i = 1, 2, , n, and the x's are all independent of each otherLet ∑ n i xi n x 1 1 be the sample mean (a) (4 points) Show that E(x) = µE( x ) = E (∑n i xi n 1 1) = n 1 E(∑) = n i xi 1 n 1 ∑ n i E xi¥ « ½ § À ¤ ª r ¦ À ¤ Ë ¤ À ª ¯ ¦ , 8 , U ¥ ( & !E( X 2) 2E(2µX X) E(µX) = Rule 8 E(X Y) = E(X) E(Y) That is, the expectation of a sum = Sum of the expectations E( X ) 2 E(X) 2 = X X 2 µ µ Rule 5 E(aX) = a * E(X), ie Expectation of a constant times a variable = The constant times the expectation of the variable;
(ii) µ x(t) = 002, t ≥ 0 However, a revised mortality assumption reflects future mortality improvement and is given by µ x(t) = (002 for t ≤ 10 001 for t > 10 Calculate the expected loss at issue for ABC (using the revised mortality assumption) as a percentage of the contract premium (A) 2% (B) 8% 15% (D) % (E) 23% c 09µ(∅) = 0 and µ(R) = ∞Loc(µ) for the space of locally integrable functions More generally we say f∈Lp loc(µ) iffk1KfkLp(µ)
25 424 µ¦ ·Ë Á °¦rÄ®o ´ ´ª ° ¦´¡¥r µª¦ Á¤ºÉ°¡µ¦ µ ´ª¦´¡¥r µª¦Â¨³Än o°¤¼¨ nµ Ǩ Ä Ã ¦Â ¦¤ Microsoft ExcelAnd Rule 4 E(a) = a, ie Expectation of a constant = the4 3 SincenS 2/σ isχ2(n−1),wehave P{a
µ∗(A) = µ∗(A∩ E) µ∗(A∩ {E) Definition 3 If E is a Lebesgue measurable set, then the Lebesgue measure of E is defined to be its outer measure µ∗(E) and is written µ(E) Theorem 2 The collection M of Lebesgue measurable sets has the following properties (a) Both ∅ and R are measurable;E } Z P ( } v o } v ( v v v Ç u X o } v v î î ì õ D } µ v u o À v µ ' o v W í õ ì ï ôt o o U WK > À v P t o o ( } ¨ î ñ ì X ì ì î í ñ r ô ô ó r î ó ì ìN convergesabsolutelyaeand R X P ∞ n=1 f n dµ= ∞ n=1 R f n dµ In particular, also lim n f n = 0 ae Problem 15 Let (X,F,µ) be a measure space and assume {f n} is a sequence of nonnegative measurable functions that converges to fae If lim n R X f n dµ= R X fdµ
ï îLQGVRU 3DUN (OHPHQWDU\ 6FKRRO ï õ í ì ^ µ µ Ç Z } Z o } E î ô î ì ñ > } ( D o µ v o µ } v ^ í ì W ì ì u µ v o í W ì ì u D^ ^ Z } } o E µ } v ^ À t v Ç D o µ v o µ } v P v v v P í ì l î ô l î ì î ìEφ(X)g(X) = Eφ(X)1 A n ≤ E(ψ(X) − 1/n)1 A n = Eψ(X)g(X) − (1/n)P (A n)25 Outer Measure and Measurable sets Note The results of this section concern any given outer measure ‚ If an outer measure ‚ on a set X were a measure then it would be additive In particular, given any two sets A;B µ X we have that A \ B and A \ are disjoint with (A\B)(A\) = A and so we would have‚(A) = ‚(A\B)‚(A\) We will see later that this does not necessarily hold
2 ∫∑π'¬"¡ ç∑√—æ¬å 'πé ç√"§"µ≈"¥éLECTURENOTESFOR,FALL02 2 Measures and σalgebras An outer measure such as µ∗ is a rather crude object since, even if the A i are disjoint, there is generally strict inequality in (114) It turns out to be unreasonable to expect equality in (114), for disjointGaussian Random Vectors 1 The multivariate normal distribution Let X= (X1 X) be a random vector We say that X is a Gaussian random vector if we can write X = µ AZ where µ ∈ R, A is an × matrix and Z= (Z1 Z) is a vector of iid standard normal random variables Proposition 1
µ(E) ≤ X k µ(Ek) (subadditivity) = X k µ0(Ek) (part (a)) ≤ µ∗(A) ε Since all quantities are finite, we can rearrange and use additivity to conclude that that µ(E\A) = µ(E) −µ(A) ≤ ε Now, A is closed under finite unions, so SN k=1 Ek ∈ E for every N By continuity from below and the fact that µ and ν both extend µ0λµµ (ET 1EL 2) µ 2µ λ2µ ¶ = 1 λ2µ µ λµ λ2 EL 2 ¶µ 2µ λ2µ ¶ The second equality above follows from noticing that given that a server frees first, the expected additional time until a loss occurs is the expected time until both servers become busy again, or ET 1, plus the total expected time until aô^ µ } E } v o } v W W } o Ç/ v } v } Á Z Á v } } µ } } µ } o ~ µ Z v v À Ì v P Z
1 v ec tor of consta n ts Find V (X c )Sho w y our w o rk T hi s is imp orta n t b ecause it tells us w e can a lw a y s pr etend the mea n eq uals ze ro whenµ ln X= lnµ X− 1 2 σ2 lnσ 2 = ln 1 (σ X/µ X) 2 If (σ X/µ X)Prove that the norm k·kX is induced by a scalar product, and thus X is a Hilbert space Show that {xn}∞ n=1 must then be an orthonormal sequence Solution We denote by S the linear span of {xn}∞ n=1 (the set of finite linear combinations of elements in {xn}∞ n=1)By property (b), we find that on S the norm kkX coincides with the ℓ2norm of its coefficients
1 rando m v ec tor X ha v e mea n µ and v a rian ceco v aria nce mat rix !í ò ¥ « ½ § À ¤ ª r § À ½ É ¶ ¤ ª ¯ § , ( 6 !MATH 417 Assignment #5 1 Let X be an uncountable set, and let S = {E ⊆ X E or Ec is countable} (a) Show that S is a σalgebra (b) Let µ be the function from S to 0,∞) defined by µ(E) = 0 if E
µ∗ (E i) Proof It follows immediately from Definition 22 that µ∗(∅) = 0, since every collection of rectangles covers ∅, and that µ∗(E) ≤ µ∗(F) if E ⊂ F since any cover of F covers E The main property to proveis the countable subadditivity of µ∗ If µ∗ (Ei) = ∞ for some i ∈ N, there is nothing to prove, so weTitle Microsoft PowerPoint overview pptx Author DonaldMKreis Created Date PM1 ISO/IEC JTC1/SC2/WG2 N3272 L2/ Universal MultipleOctet Coded Character Set International Organization for Standardization Organisation internationale de normalisation
, and let c b e a p !î ï î ñ ñ ^t í í ñ Z À v µ , } u U &> ï ï ì ï î r ð ñ ì ñ W Z } v W ~ ï ì ñ î ñ ó r ï ó ï ó W ^ Z } } o v Ç // D P v , P Z ^ Z } } o ï õ ì ì E > Á v o À v µ Z P } U /> ò ì ò í ô r ï í ì ô3 Let (X,A) be a measurable space and suppose µ A → 0,∞ is a countably additive function on the σalgebra A (a) Show that if µ satisfies µ(A) < ∞ for some A ∈ A, then µ(∅) = 0 (This implies that µ is a measure) (b) Find an example µ for which µ(∅) 6= 0 (Thus the first property of a measure does not
Solution We want to compute P(Z > 1645) assuming that µ = 105 Note that in this case Z is not a standard random normal Instead, Z0 = X¯ n −105 σ/ √ n is a standard random normal So P(Z > 1645) = P( X¯ n −100 σ/ √ n > 1645) = P( X¯ n −105 σ/ √ n > 100−105 σ/ √ n 1645) = P(Z0 > −) = P(Z > −0855) ≈ 0804 (566 b) Recall that the power is theDefinition The rth moment about the origin of a random variable X is µ r = E(Xr) Definition The first moment about the origin of a random variable is called the mean and is denoted by µ Proposition If a and b are constants, then E(aX b) = aE(X)b Definition The rth moment about the mean of a random variable X is µr = E(X −µ)rÀ v µ µ v Z o o } } v } ( Z ¨ ï ì ìD } ( Z ^ ( µ v ( } u EK & Z X & P µ í X E Á , u Z } u u o ( Z v P À v µ v & µ Ç U D Z U v o U î ì î ì U } u } Z À } µ ñ r Ç À P À v µ X
Search the world's information, including webpages, images, videos and more Google has many special features to help you find exactly what you're looking for• Two parameters, µ and σ Note that the normal distribution is actually a family of distributions, since µ and σ determine the shape of the distribution • The rule for a normal density function is e 2 1 f(x;5Let the p !
Let E be a subset of Rn, and int(E) the set of all interior points of E Then int(E) = ∅ if and only if µ ∗(E) = 0 (Here µ denotes the outer measure) If µ∗(E) = 0, then m(E) = 0, so int(E) is indeed empty But the converse is not trueE)µ∗(A T EC) (Here, EC = IR\E, the complement of E in IR) If E is a Lebesgue measurable set, then the Lebesgue measure of E, denoted by µ(E), is defined to be its outer Lebesgue measure µ∗(E) It will not be immediately obvious that the property (4) will be valid for µ However,= X n µ(A n) This property is called countable additivity The triple (E,E,µ) is called a measure space 12 Discrete measure theory Let E be a countable set and let E be the set of all subsets of E A mass function is any function m E → 0,∞ If µ is a measure on (E,E), then, by
N n ∈ N) of disjoint elements of E, µ n A n!} À µ v o Z v Æ µ v Ç X K v Ç } µ P v Z v } À U Ç } µ u Ç P v Ç } µ } v o v P v o } v X P v , o l W ò ì ô r î ð î r ï î ï í } t D P v P v X µQuestions & Solutions On Particle Physics Q1 A photon with an energy E =9GeV γ creates a protonantiproton pair in which the proton has a kinetic energy of 950MeVWhat is
SOLUTIONS OF SELECTED PROBLEMS Problem 36, p 63 If µ(E n) < ∞ and χ E n → f in L1, then f is ae equal to a characteristic function of a measurable set Solution By Corollary 232, there esists aIf µ∗(E) = 0, then E is µ∗measurable, by the above definition The inequality µ ∗ (A) ≤ µ ∗ (A∩E)µ ∗ (A∩E c ) holds for any subsets A and E of X Hence, in order to prove that E is µ ∗ measurable, it suffices to prove the reverse inequalityÂ å µ U K y z U ` h M Ì U ï d Ì { 0 t ï ` h p Z p V o µ Ä è µ s ` { ~ w Õ å ï ¼ U Ñ ç Æ ;
Title _311s3a39u428debh1rpdf Author mcconnell Created Date PMP V Ô p w M M t ú ï ` µ Ö µ U K y M M w t { µ Ð É s t t D ó s ú { Õ å ï ¼ ú ï ` µ Ö µGiven A ∈ R let µ(A) be the number of elements in A Show that R is a ring and µ is a measure on R Solution If A and B are in R, they are finite sets, and so is A∪B and A−B If A,B ∈ R are disjoint, then the number of elements in A∪B equals the number of elements in A plus the number of elements in B, so µ(A∪B) = µ(A)µ(B)
¢¼Â¨³¡´ µ¦³ µ ´ µ¦Á ° » nµ Ç Ä o ¨£´ r° µ µ¦ ¨³Å o εÁ Á µo µ Ä ´ ¸Á È Îµ ª Á µ¤ª Á ¸ É Îµ® ŪÄo µ¦µ oµ o à ¥°´ ¦µ ° Á ¸ ÊM∗ = {E ⊂ X ∃A, B ∈ M A ⊂ E ⊂ B & µ(B \A) = 0} Now define µ(E) = ∗µ(A) for all E ∈ M∗ Then M is a σalgebra and this definition of µ is a measure The ∗measure space (X, M , µ) is a called the completion of the mea sure space (X, M, µ) A measure space is complete if it is equal to its completion E E\N Note } µ v Ç E Á } v ( u E Á W } o d } o À o o õ ì õ l v í ì ò ð ñ í ñ í
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