Review of Basic Probability Theory
4 Review of Basic Probability Theory set of events is typically taken to contain all open subintervals of Ω, i.e., all intervals of theform (a,b), a,b∈ Ω. More formally, let Fbe thesmallest σ-algebra thatcontains all opensubintervalsin Ω. is σ-albegra is commonly referred to as the Borelσ-algebraB
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