Can anyone point me a book where it has a proof of Theorem 1.7 (ii) of Jun Shao's book - Mathematical Statistics? I need this to show that given a distribution on one space and a collection of conditional distributions (which are conditioned on values of the first space) on another space, I can construct a joint distribution in the product space. There is a print of the theorem below.
After much searching, I found the result that I needed. The theorem with the necessary proof is in the book: "Measure, Integration and Probability" from Burril, pages 397 - 399. (T.15-3C and T.15-3D)