STA215: Statistical Inference

Homework

Due: Wednesday, Apr 24

• Let X be an L¹ random variable on a fixed probability space (Omega, F, P) and prove that the family of random variables
  E(X|G) :G is a sub-sigma-algebra of F
  is Uniformly Integrable.
• Billingsley page 376 Exercise 28.5
• Billingsley page 377 Exercise 28.12