Sigma algebra respect to random variables.












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$begingroup$


Let $Omega={1,2,3,4,5,6}$ and $X(omega)=omega mod 2$, which is a random variable.
Then, my first question is, what is $sigma(X)$?
In my understanding,
$sigma(X)={{omegamid X(omega)in B}mid Bsubset R}$, so $sigma(X)={emptyset,{1,2,3},{4,5,6},Omega}$.



Let $Y(omega)=1_{omegageq 4}$.
Then, my second question is, what is $sigma(X,Y)$?
In my thought, $sigma(X,Y)={{omegamid (X(omega),Y(omega))in B_1times B_2}mid B_1,B_2subseteq R}$.
$sigma(X,Y)=left{{2},{5},{1,3},{4,6},{2,5},{1,2,3},{2,4,6},{1,3,5},{4,5,6},{1,3,4,6},{1,2,3,5},{2,4,5,6},{1,2,3,4,6},{1,3,4,5,6},Omegaright}$
Is this true?










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    0












    $begingroup$


    Let $Omega={1,2,3,4,5,6}$ and $X(omega)=omega mod 2$, which is a random variable.
    Then, my first question is, what is $sigma(X)$?
    In my understanding,
    $sigma(X)={{omegamid X(omega)in B}mid Bsubset R}$, so $sigma(X)={emptyset,{1,2,3},{4,5,6},Omega}$.



    Let $Y(omega)=1_{omegageq 4}$.
    Then, my second question is, what is $sigma(X,Y)$?
    In my thought, $sigma(X,Y)={{omegamid (X(omega),Y(omega))in B_1times B_2}mid B_1,B_2subseteq R}$.
    $sigma(X,Y)=left{{2},{5},{1,3},{4,6},{2,5},{1,2,3},{2,4,6},{1,3,5},{4,5,6},{1,3,4,6},{1,2,3,5},{2,4,5,6},{1,2,3,4,6},{1,3,4,5,6},Omegaright}$
    Is this true?










    share|cite|improve this question









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      0












      0








      0





      $begingroup$


      Let $Omega={1,2,3,4,5,6}$ and $X(omega)=omega mod 2$, which is a random variable.
      Then, my first question is, what is $sigma(X)$?
      In my understanding,
      $sigma(X)={{omegamid X(omega)in B}mid Bsubset R}$, so $sigma(X)={emptyset,{1,2,3},{4,5,6},Omega}$.



      Let $Y(omega)=1_{omegageq 4}$.
      Then, my second question is, what is $sigma(X,Y)$?
      In my thought, $sigma(X,Y)={{omegamid (X(omega),Y(omega))in B_1times B_2}mid B_1,B_2subseteq R}$.
      $sigma(X,Y)=left{{2},{5},{1,3},{4,6},{2,5},{1,2,3},{2,4,6},{1,3,5},{4,5,6},{1,3,4,6},{1,2,3,5},{2,4,5,6},{1,2,3,4,6},{1,3,4,5,6},Omegaright}$
      Is this true?










      share|cite|improve this question









      $endgroup$




      Let $Omega={1,2,3,4,5,6}$ and $X(omega)=omega mod 2$, which is a random variable.
      Then, my first question is, what is $sigma(X)$?
      In my understanding,
      $sigma(X)={{omegamid X(omega)in B}mid Bsubset R}$, so $sigma(X)={emptyset,{1,2,3},{4,5,6},Omega}$.



      Let $Y(omega)=1_{omegageq 4}$.
      Then, my second question is, what is $sigma(X,Y)$?
      In my thought, $sigma(X,Y)={{omegamid (X(omega),Y(omega))in B_1times B_2}mid B_1,B_2subseteq R}$.
      $sigma(X,Y)=left{{2},{5},{1,3},{4,6},{2,5},{1,2,3},{2,4,6},{1,3,5},{4,5,6},{1,3,4,6},{1,2,3,5},{2,4,5,6},{1,2,3,4,6},{1,3,4,5,6},Omegaright}$
      Is this true?







      probability-theory measure-theory






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      asked Jan 25 at 9:44









      hiratathiratat

      262




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          I don't beleive you've identified $ sigmaleft(Xright) $ correctly. Consider your expression, $ X^{-1}left(Bright) = {omegamid X(omega)in B} $, for the elements of $ sigmaleft(Xright) $. This is correct. Strictly speaking, $ B $ should be restricted to be a measurable subset of $ R $, but in this case it makes no difference if you take all subsets of $ R $ to be measurable.



          Since the only possible values of $ Xleft(omegaright) $ are $ 0 $ and $ 1 $, then unless $ 0in B $ or $ 1in B $, we must have $ X^{-1}left(Bright) = emptyset $. If $ 0in B $ but $ 1notin B $, then $ Xleft(omegaright)in B $ if and only if $ omega= 2, 4, mbox{ or } 6 $, so $ X^{-1}left(Bright) = left{2,4,6right} $. Similarly, if $ 1in B $ but $ 0notin B $, then $ X^{-1}left(Bright) = left{1,3,5right} $, and if both $ 0in B $ and $ 1notin B $, then $ X^{-1}left(Bright) = left{1,2,3,4,5,6right}= Omega $, thus giving $sigma(X)={emptyset,{1,3,5},{2,4,6},Omega}$.



          Your definition of $ sigmaleft(X,Yright) $ is also not quite correct. It should be $ sigma(X,Y)={{omegamid (X(omega),Y(omega))in B }mid Bsubseteq Rtimes R, mbox{measurable}}$. That is, the elements of $ sigma(X,Y) $ are the inverse images not merely of product sets, but all measurable subsets of $ Rtimes R $. With that proviso, the construction of $ sigmaleft(X,Yright) $ can be carried out along the same lines as that of $ sigmaleft(Xright) $ above. The only possible values of $
          left(Xleft(omega_1right), Yleft(omega_2right)right) $
          are $ left(0,0 right), left(1,0 right),left(0,1 right), mbox{ and }left(1,1 right) $. If $ left(0,0right) $ is the only one of those pairs belonging to a set $ Bsubseteq Rtimes R $, then the inverse image of $ B $ with respect to the map $ left(X, Yright) $ is $$ left{left(2,1right),left(2,2right),left(2,3right),left(4,1right),left(4,2right),left(4,3right), left(6,1right),left(6,2right),left(6,3right)right} ,$$
          and so this must be one of the minimal non-empty subsets of your $sigma$-algebra $ sigmaleft(X,Yright) $. The other three minimal non-empty subsets likewise contain nine members of $ OmegatimesOmega $, which I suggest you now try constructing for yourself.






          share|cite|improve this answer









          $endgroup$





















            0












            $begingroup$

            Thanks.
            The definition of $sigma(X,Y)$ is
            $${{(omega_1,omega_2)mid (X(omega_1),Y(omega_2))in B}mid Bsubseteq Rtimes R, mesurable}$$,
            and
            for the case $(0,1)in B$ and others not in $B$,
            $${(2,4),(2,5),(2,6),(4,4),(4,5),(4,6),(6,4),(6,5),(6,6)}$$.
            I need to consider $2^4$ cases, like $(0,0)in B$, $(0,1)in B$, $(1,0)notin B$, $(1,1)in B$..., right?






            share|cite|improve this answer









            $endgroup$













            • $begingroup$
              Yes. Although it's simpler to just do the 4 cases: $1. (0,0) in B, (0,1), (1,0), (1,1)notin B $; $2. (0,1) in B, (0,0), (1,0), (1,1)notin B $; $3. (1,0) in B, (0,0), (0,1), (1,1)notin B $; and $4. (1,1) in B, (0,0), (0,1),(1,0) notin B $. The sets in $ sigma(X) $ are then just all the unions (including the empty union) of those you get from these four cases.
              $endgroup$
              – lonza leggiera
              Jan 27 at 20:37












            • $begingroup$
              Thank you very much for your kind answer.
              $endgroup$
              – hiratat
              Feb 1 at 3:19











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            $begingroup$

            I don't beleive you've identified $ sigmaleft(Xright) $ correctly. Consider your expression, $ X^{-1}left(Bright) = {omegamid X(omega)in B} $, for the elements of $ sigmaleft(Xright) $. This is correct. Strictly speaking, $ B $ should be restricted to be a measurable subset of $ R $, but in this case it makes no difference if you take all subsets of $ R $ to be measurable.



            Since the only possible values of $ Xleft(omegaright) $ are $ 0 $ and $ 1 $, then unless $ 0in B $ or $ 1in B $, we must have $ X^{-1}left(Bright) = emptyset $. If $ 0in B $ but $ 1notin B $, then $ Xleft(omegaright)in B $ if and only if $ omega= 2, 4, mbox{ or } 6 $, so $ X^{-1}left(Bright) = left{2,4,6right} $. Similarly, if $ 1in B $ but $ 0notin B $, then $ X^{-1}left(Bright) = left{1,3,5right} $, and if both $ 0in B $ and $ 1notin B $, then $ X^{-1}left(Bright) = left{1,2,3,4,5,6right}= Omega $, thus giving $sigma(X)={emptyset,{1,3,5},{2,4,6},Omega}$.



            Your definition of $ sigmaleft(X,Yright) $ is also not quite correct. It should be $ sigma(X,Y)={{omegamid (X(omega),Y(omega))in B }mid Bsubseteq Rtimes R, mbox{measurable}}$. That is, the elements of $ sigma(X,Y) $ are the inverse images not merely of product sets, but all measurable subsets of $ Rtimes R $. With that proviso, the construction of $ sigmaleft(X,Yright) $ can be carried out along the same lines as that of $ sigmaleft(Xright) $ above. The only possible values of $
            left(Xleft(omega_1right), Yleft(omega_2right)right) $
            are $ left(0,0 right), left(1,0 right),left(0,1 right), mbox{ and }left(1,1 right) $. If $ left(0,0right) $ is the only one of those pairs belonging to a set $ Bsubseteq Rtimes R $, then the inverse image of $ B $ with respect to the map $ left(X, Yright) $ is $$ left{left(2,1right),left(2,2right),left(2,3right),left(4,1right),left(4,2right),left(4,3right), left(6,1right),left(6,2right),left(6,3right)right} ,$$
            and so this must be one of the minimal non-empty subsets of your $sigma$-algebra $ sigmaleft(X,Yright) $. The other three minimal non-empty subsets likewise contain nine members of $ OmegatimesOmega $, which I suggest you now try constructing for yourself.






            share|cite|improve this answer









            $endgroup$


















              1












              $begingroup$

              I don't beleive you've identified $ sigmaleft(Xright) $ correctly. Consider your expression, $ X^{-1}left(Bright) = {omegamid X(omega)in B} $, for the elements of $ sigmaleft(Xright) $. This is correct. Strictly speaking, $ B $ should be restricted to be a measurable subset of $ R $, but in this case it makes no difference if you take all subsets of $ R $ to be measurable.



              Since the only possible values of $ Xleft(omegaright) $ are $ 0 $ and $ 1 $, then unless $ 0in B $ or $ 1in B $, we must have $ X^{-1}left(Bright) = emptyset $. If $ 0in B $ but $ 1notin B $, then $ Xleft(omegaright)in B $ if and only if $ omega= 2, 4, mbox{ or } 6 $, so $ X^{-1}left(Bright) = left{2,4,6right} $. Similarly, if $ 1in B $ but $ 0notin B $, then $ X^{-1}left(Bright) = left{1,3,5right} $, and if both $ 0in B $ and $ 1notin B $, then $ X^{-1}left(Bright) = left{1,2,3,4,5,6right}= Omega $, thus giving $sigma(X)={emptyset,{1,3,5},{2,4,6},Omega}$.



              Your definition of $ sigmaleft(X,Yright) $ is also not quite correct. It should be $ sigma(X,Y)={{omegamid (X(omega),Y(omega))in B }mid Bsubseteq Rtimes R, mbox{measurable}}$. That is, the elements of $ sigma(X,Y) $ are the inverse images not merely of product sets, but all measurable subsets of $ Rtimes R $. With that proviso, the construction of $ sigmaleft(X,Yright) $ can be carried out along the same lines as that of $ sigmaleft(Xright) $ above. The only possible values of $
              left(Xleft(omega_1right), Yleft(omega_2right)right) $
              are $ left(0,0 right), left(1,0 right),left(0,1 right), mbox{ and }left(1,1 right) $. If $ left(0,0right) $ is the only one of those pairs belonging to a set $ Bsubseteq Rtimes R $, then the inverse image of $ B $ with respect to the map $ left(X, Yright) $ is $$ left{left(2,1right),left(2,2right),left(2,3right),left(4,1right),left(4,2right),left(4,3right), left(6,1right),left(6,2right),left(6,3right)right} ,$$
              and so this must be one of the minimal non-empty subsets of your $sigma$-algebra $ sigmaleft(X,Yright) $. The other three minimal non-empty subsets likewise contain nine members of $ OmegatimesOmega $, which I suggest you now try constructing for yourself.






              share|cite|improve this answer









              $endgroup$
















                1












                1








                1





                $begingroup$

                I don't beleive you've identified $ sigmaleft(Xright) $ correctly. Consider your expression, $ X^{-1}left(Bright) = {omegamid X(omega)in B} $, for the elements of $ sigmaleft(Xright) $. This is correct. Strictly speaking, $ B $ should be restricted to be a measurable subset of $ R $, but in this case it makes no difference if you take all subsets of $ R $ to be measurable.



                Since the only possible values of $ Xleft(omegaright) $ are $ 0 $ and $ 1 $, then unless $ 0in B $ or $ 1in B $, we must have $ X^{-1}left(Bright) = emptyset $. If $ 0in B $ but $ 1notin B $, then $ Xleft(omegaright)in B $ if and only if $ omega= 2, 4, mbox{ or } 6 $, so $ X^{-1}left(Bright) = left{2,4,6right} $. Similarly, if $ 1in B $ but $ 0notin B $, then $ X^{-1}left(Bright) = left{1,3,5right} $, and if both $ 0in B $ and $ 1notin B $, then $ X^{-1}left(Bright) = left{1,2,3,4,5,6right}= Omega $, thus giving $sigma(X)={emptyset,{1,3,5},{2,4,6},Omega}$.



                Your definition of $ sigmaleft(X,Yright) $ is also not quite correct. It should be $ sigma(X,Y)={{omegamid (X(omega),Y(omega))in B }mid Bsubseteq Rtimes R, mbox{measurable}}$. That is, the elements of $ sigma(X,Y) $ are the inverse images not merely of product sets, but all measurable subsets of $ Rtimes R $. With that proviso, the construction of $ sigmaleft(X,Yright) $ can be carried out along the same lines as that of $ sigmaleft(Xright) $ above. The only possible values of $
                left(Xleft(omega_1right), Yleft(omega_2right)right) $
                are $ left(0,0 right), left(1,0 right),left(0,1 right), mbox{ and }left(1,1 right) $. If $ left(0,0right) $ is the only one of those pairs belonging to a set $ Bsubseteq Rtimes R $, then the inverse image of $ B $ with respect to the map $ left(X, Yright) $ is $$ left{left(2,1right),left(2,2right),left(2,3right),left(4,1right),left(4,2right),left(4,3right), left(6,1right),left(6,2right),left(6,3right)right} ,$$
                and so this must be one of the minimal non-empty subsets of your $sigma$-algebra $ sigmaleft(X,Yright) $. The other three minimal non-empty subsets likewise contain nine members of $ OmegatimesOmega $, which I suggest you now try constructing for yourself.






                share|cite|improve this answer









                $endgroup$



                I don't beleive you've identified $ sigmaleft(Xright) $ correctly. Consider your expression, $ X^{-1}left(Bright) = {omegamid X(omega)in B} $, for the elements of $ sigmaleft(Xright) $. This is correct. Strictly speaking, $ B $ should be restricted to be a measurable subset of $ R $, but in this case it makes no difference if you take all subsets of $ R $ to be measurable.



                Since the only possible values of $ Xleft(omegaright) $ are $ 0 $ and $ 1 $, then unless $ 0in B $ or $ 1in B $, we must have $ X^{-1}left(Bright) = emptyset $. If $ 0in B $ but $ 1notin B $, then $ Xleft(omegaright)in B $ if and only if $ omega= 2, 4, mbox{ or } 6 $, so $ X^{-1}left(Bright) = left{2,4,6right} $. Similarly, if $ 1in B $ but $ 0notin B $, then $ X^{-1}left(Bright) = left{1,3,5right} $, and if both $ 0in B $ and $ 1notin B $, then $ X^{-1}left(Bright) = left{1,2,3,4,5,6right}= Omega $, thus giving $sigma(X)={emptyset,{1,3,5},{2,4,6},Omega}$.



                Your definition of $ sigmaleft(X,Yright) $ is also not quite correct. It should be $ sigma(X,Y)={{omegamid (X(omega),Y(omega))in B }mid Bsubseteq Rtimes R, mbox{measurable}}$. That is, the elements of $ sigma(X,Y) $ are the inverse images not merely of product sets, but all measurable subsets of $ Rtimes R $. With that proviso, the construction of $ sigmaleft(X,Yright) $ can be carried out along the same lines as that of $ sigmaleft(Xright) $ above. The only possible values of $
                left(Xleft(omega_1right), Yleft(omega_2right)right) $
                are $ left(0,0 right), left(1,0 right),left(0,1 right), mbox{ and }left(1,1 right) $. If $ left(0,0right) $ is the only one of those pairs belonging to a set $ Bsubseteq Rtimes R $, then the inverse image of $ B $ with respect to the map $ left(X, Yright) $ is $$ left{left(2,1right),left(2,2right),left(2,3right),left(4,1right),left(4,2right),left(4,3right), left(6,1right),left(6,2right),left(6,3right)right} ,$$
                and so this must be one of the minimal non-empty subsets of your $sigma$-algebra $ sigmaleft(X,Yright) $. The other three minimal non-empty subsets likewise contain nine members of $ OmegatimesOmega $, which I suggest you now try constructing for yourself.







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                answered Jan 25 at 11:28









                lonza leggieralonza leggiera

                1,12928




                1,12928























                    0












                    $begingroup$

                    Thanks.
                    The definition of $sigma(X,Y)$ is
                    $${{(omega_1,omega_2)mid (X(omega_1),Y(omega_2))in B}mid Bsubseteq Rtimes R, mesurable}$$,
                    and
                    for the case $(0,1)in B$ and others not in $B$,
                    $${(2,4),(2,5),(2,6),(4,4),(4,5),(4,6),(6,4),(6,5),(6,6)}$$.
                    I need to consider $2^4$ cases, like $(0,0)in B$, $(0,1)in B$, $(1,0)notin B$, $(1,1)in B$..., right?






                    share|cite|improve this answer









                    $endgroup$













                    • $begingroup$
                      Yes. Although it's simpler to just do the 4 cases: $1. (0,0) in B, (0,1), (1,0), (1,1)notin B $; $2. (0,1) in B, (0,0), (1,0), (1,1)notin B $; $3. (1,0) in B, (0,0), (0,1), (1,1)notin B $; and $4. (1,1) in B, (0,0), (0,1),(1,0) notin B $. The sets in $ sigma(X) $ are then just all the unions (including the empty union) of those you get from these four cases.
                      $endgroup$
                      – lonza leggiera
                      Jan 27 at 20:37












                    • $begingroup$
                      Thank you very much for your kind answer.
                      $endgroup$
                      – hiratat
                      Feb 1 at 3:19
















                    0












                    $begingroup$

                    Thanks.
                    The definition of $sigma(X,Y)$ is
                    $${{(omega_1,omega_2)mid (X(omega_1),Y(omega_2))in B}mid Bsubseteq Rtimes R, mesurable}$$,
                    and
                    for the case $(0,1)in B$ and others not in $B$,
                    $${(2,4),(2,5),(2,6),(4,4),(4,5),(4,6),(6,4),(6,5),(6,6)}$$.
                    I need to consider $2^4$ cases, like $(0,0)in B$, $(0,1)in B$, $(1,0)notin B$, $(1,1)in B$..., right?






                    share|cite|improve this answer









                    $endgroup$













                    • $begingroup$
                      Yes. Although it's simpler to just do the 4 cases: $1. (0,0) in B, (0,1), (1,0), (1,1)notin B $; $2. (0,1) in B, (0,0), (1,0), (1,1)notin B $; $3. (1,0) in B, (0,0), (0,1), (1,1)notin B $; and $4. (1,1) in B, (0,0), (0,1),(1,0) notin B $. The sets in $ sigma(X) $ are then just all the unions (including the empty union) of those you get from these four cases.
                      $endgroup$
                      – lonza leggiera
                      Jan 27 at 20:37












                    • $begingroup$
                      Thank you very much for your kind answer.
                      $endgroup$
                      – hiratat
                      Feb 1 at 3:19














                    0












                    0








                    0





                    $begingroup$

                    Thanks.
                    The definition of $sigma(X,Y)$ is
                    $${{(omega_1,omega_2)mid (X(omega_1),Y(omega_2))in B}mid Bsubseteq Rtimes R, mesurable}$$,
                    and
                    for the case $(0,1)in B$ and others not in $B$,
                    $${(2,4),(2,5),(2,6),(4,4),(4,5),(4,6),(6,4),(6,5),(6,6)}$$.
                    I need to consider $2^4$ cases, like $(0,0)in B$, $(0,1)in B$, $(1,0)notin B$, $(1,1)in B$..., right?






                    share|cite|improve this answer









                    $endgroup$



                    Thanks.
                    The definition of $sigma(X,Y)$ is
                    $${{(omega_1,omega_2)mid (X(omega_1),Y(omega_2))in B}mid Bsubseteq Rtimes R, mesurable}$$,
                    and
                    for the case $(0,1)in B$ and others not in $B$,
                    $${(2,4),(2,5),(2,6),(4,4),(4,5),(4,6),(6,4),(6,5),(6,6)}$$.
                    I need to consider $2^4$ cases, like $(0,0)in B$, $(0,1)in B$, $(1,0)notin B$, $(1,1)in B$..., right?







                    share|cite|improve this answer












                    share|cite|improve this answer



                    share|cite|improve this answer










                    answered Jan 26 at 10:55









                    hiratathiratat

                    262




                    262












                    • $begingroup$
                      Yes. Although it's simpler to just do the 4 cases: $1. (0,0) in B, (0,1), (1,0), (1,1)notin B $; $2. (0,1) in B, (0,0), (1,0), (1,1)notin B $; $3. (1,0) in B, (0,0), (0,1), (1,1)notin B $; and $4. (1,1) in B, (0,0), (0,1),(1,0) notin B $. The sets in $ sigma(X) $ are then just all the unions (including the empty union) of those you get from these four cases.
                      $endgroup$
                      – lonza leggiera
                      Jan 27 at 20:37












                    • $begingroup$
                      Thank you very much for your kind answer.
                      $endgroup$
                      – hiratat
                      Feb 1 at 3:19


















                    • $begingroup$
                      Yes. Although it's simpler to just do the 4 cases: $1. (0,0) in B, (0,1), (1,0), (1,1)notin B $; $2. (0,1) in B, (0,0), (1,0), (1,1)notin B $; $3. (1,0) in B, (0,0), (0,1), (1,1)notin B $; and $4. (1,1) in B, (0,0), (0,1),(1,0) notin B $. The sets in $ sigma(X) $ are then just all the unions (including the empty union) of those you get from these four cases.
                      $endgroup$
                      – lonza leggiera
                      Jan 27 at 20:37












                    • $begingroup$
                      Thank you very much for your kind answer.
                      $endgroup$
                      – hiratat
                      Feb 1 at 3:19
















                    $begingroup$
                    Yes. Although it's simpler to just do the 4 cases: $1. (0,0) in B, (0,1), (1,0), (1,1)notin B $; $2. (0,1) in B, (0,0), (1,0), (1,1)notin B $; $3. (1,0) in B, (0,0), (0,1), (1,1)notin B $; and $4. (1,1) in B, (0,0), (0,1),(1,0) notin B $. The sets in $ sigma(X) $ are then just all the unions (including the empty union) of those you get from these four cases.
                    $endgroup$
                    – lonza leggiera
                    Jan 27 at 20:37






                    $begingroup$
                    Yes. Although it's simpler to just do the 4 cases: $1. (0,0) in B, (0,1), (1,0), (1,1)notin B $; $2. (0,1) in B, (0,0), (1,0), (1,1)notin B $; $3. (1,0) in B, (0,0), (0,1), (1,1)notin B $; and $4. (1,1) in B, (0,0), (0,1),(1,0) notin B $. The sets in $ sigma(X) $ are then just all the unions (including the empty union) of those you get from these four cases.
                    $endgroup$
                    – lonza leggiera
                    Jan 27 at 20:37














                    $begingroup$
                    Thank you very much for your kind answer.
                    $endgroup$
                    – hiratat
                    Feb 1 at 3:19




                    $begingroup$
                    Thank you very much for your kind answer.
                    $endgroup$
                    – hiratat
                    Feb 1 at 3:19


















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