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5. Consider the sample space Ω = [0, 1]. Let P be a probability function such that for any interval fa, b, P(a, b-b-a. In other words, probabilty of any interval is its length Let us start with Co [0, 1, and at nth step, we define Cn by removing an interval of length 1/3 from the middle of each interval in Cn-1 For example, C1-[0, 1/3 u [2/3,1], C2-[0,1/9)U[2/9,1/3 U [2/3,7/9 U[8/9, 1] and so on. Here is a different description. Let Fo 0,1 and at step n, we define Fn by removing the middle ( 1 /4) frorn the middle of each interval of Fn-1 . For example, Fi = [03/8]U 5/8, 1], F2 [0,5/32 U7/32,3/8 U[5/8,25/32] U [27/32,1]. a. Plot Cn for n 0,1,2 b. What is P(Cn)? What is limn-too P(Cn)? Is n-G. = 0? c. What is P(F)? What is lim-P(Fn)? d is called the Cantor set and is called the fat cantor set. Can you explain why the second object is named fat?
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