# Tagged Questions

Questions about maps from a probability space to a measure space which are measurable.

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### The relationship between random variables, distribution functions and probability measures

Given a probability space $(\Omega,\mathcal{F},P)$, and a random variable $X\colon\Omega\to\Bbb{R}$, we can associate with it its distribution function $F\colon \Bbb{R}\to[0,1]$ defined as \begin{...
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### How can I prove that expectation of conditional random variable?

I know the following results are true. However, I forgot to prove them. Please let me know how to prove them. $$E(X)=E(E(X|Y))\tag1$$ $$P(X)=E(P(X|Y))\tag2$$ (1) \begin{align} E(E(X|Y))&=\...
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### Given an event field, is there a random variable generating it? [duplicate]

In probability space $(\mathsf{\Omega},\mathcal{F},\mathrm{P})$, for any event field $\mathcal{G}\subset\mathcal{F}$, there always exists a random variable $X$, such that $\sigma(X)=\mathcal{G}$? Is ...
1answer
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### Almost sure convergence of the inverse

If a sequence of non-negative random variables $X_1, X_2, \dots$ converges almost surely to a random variable $X$, that is $X_n \xrightarrow{a.s} X$ or equivalently $P(\lim\limits_{n\to\infty}X_n=X)=1$...
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### Problem that may use Borel Cantelli Lemma

So, there is a sequence of identically distributed independent random variables taking values on the integers, and they have a positive expectation. The problem is to prove that with probability 1 the ...
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### Probability of rectangles area being less than 0.5 w/ total length of sides = 2

Question: A random point splits the interval [0,2] in two parts. Those two parts make up a rectagle. Calculate the probability of that rectangle having an area less than 0.5. So, this is as far as I'...
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### Simple Probability - Enumeration and Geometric Distributions

I am not sure as to why this particular practice problem does not use a geometric distribution. A prize is randomly placed in one of ten boxes, numbered from 1 to 10. You search for the prize asking ...