logged in for the first time since forever lol. SO MUCH HAS CHANGED! i have a paper cooking! on the connectivity of random graphs with a fixed degree sequence. some very new and (in my very biased opinion) great results
this is also why a borel function applied to a lebesgue function is lebesgue (the function on the outside, whose preimage we take first, needs the stronger measurability). also if we assumed that measurable meant borel measurable then compositions will always be measurable.
"composition of measurable functions is not necessarily measurable" is misleading bc it's only true for lebesgue measurable i.e. preimage of borel sets being lebesgue sets, where there's a mismatch between the sigma algebra used on the domain vs the image.
tau is an optional time wrt Ft+ iff it is an optional time wrt Ft-
proof:
"<=" trivial (Ft- is in Ft+)
"=>": note union {tau<t-1/n} = {tau<t}, and each {tau<t-1/n} is in F(t-1/n}+ in Ft-
corollary: tau being an optional time wrt Ft+ or Ft- or Ft are equivalent
broke: a stopping time is an optional time under the same filtration
enlightened: knowing whether it's too early is stronger than knowing whether it's too late (since too early => not too late, and not too early but too early up to now => not too late, & too late otherwise)
D(theta) doesn't HAVE to be continuous or discrete but since we didn't see conditional probability in ad prob im not gonna try to be fancy & say stuff that's wrong
i really like the intuition wikipedia gives for sufficiency: a statistic is sufficient wrt a parameter iff any inference of the parameter based on maximum likelihood would be the same if one had the entire data vs only that statistic
the formal definition is:
Given a continuous or discrete distribution D(theta) taking value in S subset R^n,
T : S -> R^m
is sufficient wrt theta if for X ~ D(theta), the distribution of X | T(X) does not dependent on theta (one can see this as X | T(X) = X | theta in dist).
woke up at 1 pm, panicked & glad that my help desk hours start at 2 pm
COME TO MY HELP DESK!! will help w any prob / stats / linear / analysis (up to 4) (i hope they posted the schedule & stuff already? if not then big rip)