Pi system

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A π-system on a probability space Ω is a set \mathcal{P} consisting of certain subsets of Ω such that

  • \mathcal{P} is non-empty.
  • A \cap B \in \mathcal{P} whenever A, B \in \mathcal{P}.

[edit] See also

[edit] References

  • Allan Gut, 2005. Probability: A Graduate Course. Springer.
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