[944] General Question About Measurability

[Richard Rosenbaum]

Say X, Y, and Z are RVs. G is a sigma algebra.

Z = X + Y

If X and Y are both G-measurable, does this imply that Z is also
G-measurable?

I guess more generally - say a random variable is some function of other
RVs. does the measurability of the two RVs that the function takes as
inputs imply that the function itself is measurable with respect to that
same sigma algebra?


-- 
Richard Rosenbaum
Master of Science in Computational Finance Candidate
Carnegie Mellon University - Class of Dec. 2018
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