Paper 1, Section II,
State Dynkin's -system -system lemma.
Let and be probability measures on a measurable space . Let be a -system on generating . Suppose that for all . Show that .
What does it mean to say that a sequence of random variables is independent?
Let be a sequence of independent random variables, all uniformly distributed on . Let be another random variable, independent of . Define random variables in by . What is the distribution of ? Justify your answer.
Show that the sequence of random variables is independent.
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