Example: bankruptcy

Chapter 2. Order Statistics - 國立臺灣大學

continuous. Moreover, the above decomposition is unique. Let λ denote the Lebesgue measure on B, the σ-field of Borel sets in R. It follows from the Lebesgue decomposition theorem that we can write F c(x) = βF s(x)+(1−β)F ac(x) where 0 ≤ β ≤ 1, F s is singular with respect to λ, and F ac is absolutely continuous with respect to λ.


  Singular, Decomposition




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Transcription of Chapter 2. Order Statistics - 國立臺灣大學

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