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4. Consider a inap φ : I 1,11 > 10, 1] defined by φ(z) :-12. Let X and Y be random variables related by the map φ, i.c., Y-o(X) (their sample spaces are then given by SX-1 1,11 and SY-10,1]). Let FY be the σ-algebra and Hy the probability measure you worked out in problem 3. Compute the adaptod ơ algebra X and the corresponding probability measure x (i.e., use the formula X (ф ія, )-, Y (S.) for any S. c ry).

3. Let Y be a random variable and Sy 0,1] (the closed unit interval) be its sample space. ·What is the σ-algebra FY generated by the open intervals {(0, 1/2), (1/2, 1)? . If we define a probability measure y by only specifying its value on the above two open intervals (i.e., the two generators), say then can you complete the definition of : Fy 0,1] by extending it to the entire-algebra Fy? Is the extension unique?

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