[Solution Library] The smallest α -algebra containing \mathcalE is called the σ -algebra generated by \mathcalE and is denoted by σ(\mathcalE).


Question: The smallest \(\alpha\) -algebra containing \(\mathcal{E}\) is called the \(\sigma\) -algebra generated by \(\mathcal{E}\) and is denoted by \(\sigma(\mathcal{E})\). If \(\mathcal{E} \subset \mathcal{F}\), prove that \(\sigma(\mathcal{E})\) C \(\sigma(\mathcal{F})\).

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