Problem 1.30. Prove the following two properties: 1. If X is integrable and A-measurable, then ElXA...
(4) Define the function f : R -> R* by .-1/2 f(x) +oo, (a) Prove that f is measurable (with respect to the Lebesgue measurable sets) (b) Prove that f is integrable on I [0, 1 and compute the value of f du
(4) Define the function f : R -> R* by .-1/2 f(x) +oo, (a) Prove that f is measurable (with respect to the Lebesgue measurable sets) (b) Prove that f is integrable on I [0, 1 and...
(4) Define the function f : R -»R* by x-1/2 r> 0 f(x) +oo, (a) Prove that f is measurable (with respect to the Lebesgue measurable sets) (b) Prove that f is integrable on I = [0, 1] and compute the value of f du
(4) Define the function f : R -»R* by x-1/2 r> 0 f(x) +oo, (a) Prove that f is measurable (with respect to the Lebesgue measurable sets) (b) Prove that f is integrable on I...
(11) Let (,A. /) be a measure space. Let g 2 - R* be a measurable function which is integrable on a set A E A. Let f, : O -> R* be a sequence of measurable functions such that g(x) < fn(x) < fn+1(x), for all E A and n E N. Prove that lim fn d lim fn du noo A
(11) Let (,A. /) be a measure space. Let g 2 - R* be a measurable function...
(4) Define the function f : R -> R* by ,--1/2 f(x) x< 0. +oo, |(a) Prove that f is measurable (with respect to the Lebesgue measurable sets). (b) Prove that f is integrable on I 0, 1and compute the value of = f du
(4) Define the function f : R -> R* by ,--1/2 f(x) x
Problem 3: In this problem, we show that the product of integrable functions is integrable. Take any integrable function : [a, b] → R. Let C be a constant satisfying (2) SC for all re(a,b). (a) Show that 1/(x)? - SW' <2C\/(x) - S() for r, y € (a,b). (bi Prove that is integrable. (c) If and g are integrable functions (a, 6] R. show that fe is integrable as well. Hint: first consider the function ( + 9)?.)
exercice 6
6. The goal of this problem is to prove that a function is Riemann integrable if and only if its set of discontinuities has measure 0. So, assume f: a, bR is a bounded function. Define the oscillation of f at , w(f:z) by and for e >0 let Consider the following claims: i- Show that the limit in the definition of the oscillation always exists and that f is continuous at a if and only if w(f;...
#4
(4) Use the Box-sum criterion to prove that if f is integrable on [a, b] and is also integrable on |b,e, then f is integrable on la, e) and Je fdr- o fdz+ (5) Suppose that (r) 2 0 and is continuous on a, b). Prove that if f - 0, then f(x) = 0 for all x E a,b]. Hint: Assume to the contrary that there is some r E [a, b] where f(x) > 0. What can...
Prove the following properties using the definition of the
variance and the covariance:
Q1. Operations with expectation and covariances Recall that the variance of randon variable X is defined as Var(X) Ξ E [X-E(X))2], the covariance is Cov(X, ) EX E(X))Y EY) As a hint, we can prove Cov(aX + b, cY)-ac Cov(X, Y) by ac EX -E(X)HY -E(Y)ac Cov(X, Y) In a similar manner, prove the following properties using the definition of the variance and the covariance: (a) Var(X)-Cov(X,...
Problem 1. Consider the function f(x)- 3.12 show that f is Riemann integrable on [0.2] and use the definition to find .后f(x)dr Problem 2. Consider the function -2, zEQ 2, O f(r) = Show that f is not Riemann integrable on 0,1 but s Reemann integrable on this interval. Problem 3. (a) Let f be a real-valued function on a, b] such thatf()0 for all c, where c E [a, b Prove that f is Riemann integrable on a, b...
(5) Let (. A, /u) be a measure space. Let f,g : O > R* be a pair functions. Assume that f is measurable and that f = g almost everywhere. (a) Prove that q is measurable on A. Prove that g is integrable (b) Let A E A and assume that f is integrable on A and A
(5) Let (. A, /u) be a measure space. Let f,g : O > R* be a pair functions. Assume that...