Solution

ID: past-exam-of-the-probability-statistics-and-options-i-course-of-the-university-of-oxford/2008/e/2/ii/solution

If had a separation into two nonempty relatively open disjoint pieces, their inverse images under the restriction would be two nonempty relatively open disjoint subsets covering . This would contradict connectedness of . Thus a continuous image of a connected set is connected.

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