Measurable function

Pushforward measure

Let (𝑋,Ξ£,πœ‡) be a measure space, (π‘Œ,T) be a measurable space, and 𝑓 :𝑋 β†’π‘Œ is a measurable function, then the pushforward measure on π‘Œ is given by measure

π‘“βˆ—πœ‡=πœ‡βˆ˜(π‘“βˆ’1β†ΎT)

i.e. π‘“βˆ—πœ‡(𝐴) =πœ‡π‘“βˆ’1(𝐴).


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