Equivalence (measure theory)
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Thus, any event A is a null event with respect to μ, if and only if it is a null event with respect to ν:
Equivalence of measures is an equivalence relation on the set of all measures Σ → R.
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- Gaussian measure and Lebesgue measure on the real line are equivalent to one another.
- Lebesgue measure and Dirac measure on the real line are inequivalent.