Skip to content
Q55Section III (Statistics)55 of 84

Kolmogorov's 0–1 law for the tail σ\sigma-field

Let {Xn}\{X_n\} be a sequence of independent random variables. Define the σ\sigma-field F=⋂n=1∞σ(Xn,Xn+1,… )F=\bigcap_{n=1}^\infty\sigma(X_n,X_{n+1},\dots). Suppose A∈FA\in F. Then, which of the following statements is more appropriate?

Options

Pick an option to check your answer.