Talk:Radon-Nikodym theorem
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So presumably not just a function in the statement, but integrable? Charles Matthews 11:16, 11 Oct 2003 (UTC)
- Yes, I'll make this explicit in the article. Pete 12:39, 11 Oct 2003 (UTC)
Another question is: f is not unique (actually, it is unique almost sure), as far as I know (but I may be perfectly wrong). If this is the case I think it is worth mentioning it (something like the equality holds for f and g whenever f=g a.s.). Pfortuny 12:48, 11 Mar 2004 (UTC)
The second LaTeX formula bothers me. First of all, what is A supposed to be? I would guess a random variable rather than a set (like above). Also, shouldn't it rather be
- <math> E_Q(X) = E_P\left( \frac{dQ}{dP} X \right) <math>
(EP and EQ switched?). Not sure though, else I would change it myself. DrZ 13:50, 16 Mar 2004 (UTC)
- I changed the last bit, presumably A is supposed to be same arbitrary measurable set as from the first formula? Pete/Pcb21 (talk) 14:10, 16 Mar 2004 (UTC)
- But what is the expectation operator applied to a set supposed to mean? DrZ 14:50, 16 Mar 2004 (UTC)
- That was wrong. I think now it is right. There is no expectation operator applied to a set, so you were right in your concern. Pfortuny 15:15, 16 Mar 2004 (UTC)