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Q131Section III (Statistics)131 of 190

Finite additivity alone gives superadditivity over countable disjoint unions

Let F\mathbf F be a σ\sigma-field of subsets of Ω\Omega. Let μ\mu be a non-negative, finitely additive set function on F\mathbf F. Suppose {An}\{A_n\} is a sequence of disjoint sets such that ⋃n=1∞An∈F\bigcup_{n=1}^\infty A_n\in\mathbf F. Then which of the following statements is always correct?

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