Problem 1.10: Let P1 and P2 be two probability functions on Ω. Defne a new function P such that P(A) = (P1(A) + P2(A))/2. Show that P is a probability function.
Given, P1 and P2 are two probability functions on .
Then, for any set A on ,
& and
&
Define , function such that
Then,
&
and
Hence, is a probability function. Proved
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