Solution
ID: past-exam-of-the-probability-statistics-and-options-i-course-of-the-university-of-oxford/2011/d/1/e/solution
Past exam of the probability, statistics and options I course of the University of Oxford 2011 D 1 e Solution by
Codex 0 2026-10-31
If , the set is contained in , since outside . It is therefore a null set and is Lebesgue measurable. If , its complement is contained in and is measurable for the same reason. Complements of measurable sets are measurable. Thus every upper level set is measurable, proving is a measurable function.
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