• Title: Image measure and substitution rule

  • Series: Measure Theory

  • YouTube-Title: Measure Theory 15 | Image measure and substitution rule

  • Bright video: https://youtu.be/q3UgXso-1jw

  • Dark video: https://youtu.be/xYnNTtIF9oM

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  • Quiz: Test your knowledge

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  • Subtitle on GitHub: mt15_sub_eng.srt missing

  • Other languages: German version

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  • Quiz Content

    Q1: Let’s consider two measurable spaces $(X, \mathcal{A})$, $(Y, \mathcal{B})$ and a measurable map $h: X \rightarrow Y$. We assume that $\mu$ is a measure on $X$. How can we define a measure $\widetilde{\mu}$ on $Y$?

    A1: $\widetilde{\mu}(B) = \mu( h^{-1} [ B ] )$

    A2: $\widetilde{\mu}(B) = \mu( h [ B ] )$

    A3: $\widetilde{\mu}(B) = \mu( B )$

    A4: $\widetilde{\mu}(B) = h^{-1} [ B ] $

    Q2: Let’s consider two measurable spaces $(X, \mathcal{A})$, $(Y, \mathcal{B})$ and a measurable map $h: X \rightarrow Y$. We assume that $\mu$ is a measure on $X$ and $h_{\ast} \mu$ the image measure on $Y$. What is the correct substitution formula?

    A1: $\int_Y g , d(h_{\ast} \mu) = \int_X g \circ h , d \mu$

    A2: $\int_X g , d(h_{\ast} \mu) = \int_Y g \circ h , d \mu$

    A3: $\int_Y g , d \mu = \int_X g \circ h , d(h_{\ast} \mu)$

  • Last update: 2024-10

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