Measurable function

Dependencies:

  1. σ-algebra

Let (X,E) and (Y,F) be σ-algebras. Let f:XY be a function.

Let TY. Define f1(T)={xX:f(x)T}.

f is said to be measurable iff TF,f1(T)E.

Dependency for:

  1. X and Y are independent implies X and f(Y) are independent
  2. Random variable

Info:

Transitive dependencies:

  1. /sets-and-relations/countable-set
  2. σ-algebra