(Solved): Consider the probability space ([0, 1], B[0, 1], P), where B[0, 1] denotes the Borel -algebra on [ ...
Consider the probability space ([0, 1], B[0, 1], P), where B[0, 1] denotes the Borel σ-algebra on [0, 1] and P denotes Lebesgue measure. Let X(ω) = ω and Y (ω) = 2|ω − 1/2|. (a) Show that X and Y are random variables.