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Statistics 330/600
Due: Thursday 27 January
2005: Sheet 2
Please attempt at least the starred problems.
*(2.1)
(H¨older inequality) UGMTP Problem 2.15 or 2.16, not both. Be careful with log 0.
*(2.2)
(Minkowski inequality/Orlicz norm) UGMTP Problem 2.17 or 2.22, not both. If you do 2.22, deduce the
Minkowski inequality as a special case.
*(2.3)
(completeness of
L
1
) UGMTP Problem 2.18.
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Unformatted text preview: (2.4) Suppose T : X → Y and that A is a sigmaFeld of subsets of X . (i) Show that B : = { B ⊆ Y : T − 1 ( B ) ∈ A } is a sigmaFeld on Y . (ii) Show that B is the largest sigmaFeld for which T is A \ Bmeasurable. (2.5) Verify all the assertions made in the paragraph following DeFnition 2.27 of UGMTP regarding the µcompletion of a sigmaFeld....
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This note was uploaded on 11/21/2009 for the course STAT 330 taught by Professor Davidpollard during the Spring '09 term at Yale.
 Spring '09
 DavidPollard
 Statistics, Probability

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