Q&A

Is Power Set always a sigma algebra?

Is Power Set always a sigma algebra?

1.1. The power set 2Ω is a σ-algebra. It contains all subsets and is therefore closed under complements and countable unions and intersections. Note that every σ-algebra necessarily includes ∅ and Ω since An∩Acn=∅ and An∪Acn=Ω.

How do you prove that a power set is a sigma algebra?

Let S be a set, and let P(S) be its power set. We have that a power set is an algebra of sets, and so: (1):∀A,B∈P(S):A∪B∈P(S) (2):∁S(A)∈P(S)

Is Sigma field and sigma algebra the same?

In fact field and sigma-field are algebra and sigma-algebra of Real Analysis in probability. The difference is in one condition. In Sigma-field you need being closed in respect of countable(finite and infinite countable) union but in field (without sigma) you only need being closed in respect of finite union.

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Is every algebra A sigma algebra?

A σ-algebra is a type of algebra of sets. An algebra of sets needs only to be closed under the union or intersection of finitely many subsets, which is a weaker condition. In general, a finite algebra is always a σ-algebra.

Why is a sigma-algebra called a sigma-algebra?

The letters σ and δ are often given as Greek abbreviations of German words: σ as S in Summe for sum (in the sense of sum of sets, that is, union) and δ as D in Durchschnitt for intersection, both countable.

Why sigma-algebra is needed?

Sigma algebra is necessary in order for us to be able to consider subsets of the real numbers of actual events. In other words, the sets need to be well defined, under the conditions of countable unions and countable intersections, for it to have probabilities assigned to it.

What is the difference between algebra and sigma-algebra?

An algebra is a collection of subsets closed under finite unions and intersections. A sigma algebra is a collection closed under countable unions and intersections.

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What is sigma-algebra generated by a set?

An atom of F is a set A ∈ F such that the only subsets of A which are also in F are the empty set ∅ and A itself. An ∈ F (v) If A, B ∈ F then A − B ∈ F. and is called the sigma-algebra generated by the collection B.

Why is a sigma algebra called a sigma algebra?

Why Sigma algebra is needed?

What is the difference between an algebra and a sigma algebra?

What is the sigma algebra generated by a set?