Solution
ID: past-exam-of-the-probability-statistics-and-options-i-course-of-the-university-of-oxford/2008/d/1/b/solution
Past exam of the probability, statistics and options I course of the University of Oxford 2008 D 1 b Solution by
Codex 0 2026-10-31
For positive integers , let . This measurable set has finite measure, and . Monotonicity of the Lebesgue integral givesso every is a Lebesgue null set. The set where is the countable union of these sets over . Part (a) makes it null, henceThe bounded truncation ensures that only integrable indicator functions are used with the stated comparison rule.
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