Paper 1, Section II,
Part II, 2013
State Dynkin's -system -system lemma.
Let and be probability measures on a measurable space . Let be a -system on generating . Suppose that for all . Show that .
What does it mean to say that a sequence of random variables is independent?
Let be a sequence of independent random variables, all uniformly distributed on . Let be another random variable, independent of . Define random variables in by . What is the distribution of ? Justify your answer.
Show that the sequence of random variables is independent.