- #1
woundedtiger4
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Respected Members,
Suppose Ω is the set of eight possible outcomes of three coin tosses i.e. Ω={{HHH, HHT, HTH, HTTT, THH, THT, TTH, TTT}
So if we are not told the results then the sigma algebra ( denoted by F_α) at position α=0 is
F_0 = {∅, Ω}
Now if are told the first coin toss only then,
A_H={HHH, HHT, HTH, HTTT}, and A_T={THH, THT, TTH, TTT}
which the sigma Algebra at α=1 is
F_1={∅, Ω, A_H, A_T}
now in the attached picture the proof says that
A_1, A_2,..., A_n,... ε ∩_αεI F_α
if we just consider two sigma algebras for our convenience to check this let's take the intersection of two above coin toss's sigma algebras i.e. F_0 and F_1
for I= 0 and 1,
∩_αεI F_α = F_0 ∩ F_1 = {∅, Ω} ∩ {∅, Ω, A_H, A_T} = {∅, Ω} ----(BETA)
the proof says that A_1, A_2,..., A_n,... ε ∩_αεI F_α , and if we consider A_1 as A_H and A_2 as A_T then why are they not in the intersection of F_0 ∩ F_1 as shown in (BETA) ?
Thanks in advance.