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Questions about abstract measure and Lebesgue integral theory. Also concerns such properties as measurability of maps and sets.
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Existence of derivative of distribution of exponential family?
Suppose $(X, \mathcal{F})$ is a measurable space and $\left\{F_\theta, \theta \in \Theta\right\}$ is a distribution family on $(X, \mathcal{F})$. When $\left\{F_\theta, \theta \in \Theta\right\}$ is d …