- #1
Mathelogician
- 35
- 0
Hi everybody! In Saeed Ghahramani's "fundamentals of probability" he proves the continuity of the probability function f:P(S) ->[0,1] as follows:
He Defines the notions of increasing and decreasing sequences of sets (here sets of events) and then defines infinite limits of such sequences (as infinite union and infinite intersection of the sets of events; respectively) and then he claims proving the continuity of f using a way the following classic theorem of calculus:
f : R -> R is continuous on R if and only if, for every convergent sequence {xn} n =1 to infinite in R, limf({xn})=f(lim{xn}) as n goes to infinity.
But
1-the classic theorem is for functions from R to R; how can he use it for a set function (which is from a collection of sets to R, here)
2- Even if he is right, he only proves the continuity of the cases of increasing and decreasing sequences; not convergent(which he has not defined!) in general.
Now what to do with this problem?!
Regards.
He Defines the notions of increasing and decreasing sequences of sets (here sets of events) and then defines infinite limits of such sequences (as infinite union and infinite intersection of the sets of events; respectively) and then he claims proving the continuity of f using a way the following classic theorem of calculus:
f : R -> R is continuous on R if and only if, for every convergent sequence {xn} n =1 to infinite in R, limf({xn})=f(lim{xn}) as n goes to infinity.
But
1-the classic theorem is for functions from R to R; how can he use it for a set function (which is from a collection of sets to R, here)
2- Even if he is right, he only proves the continuity of the cases of increasing and decreasing sequences; not convergent(which he has not defined!) in general.
Now what to do with this problem?!
Regards.