I do not understand the notation as given here: enter image description here

The source for the image is page 17 in this paper after equation 18.

I understand the first subset notation but what does 1_\e_t mean?

  • $\begingroup$ It's the indicator random variable. $\endgroup$ – Neil G May 4 '17 at 6:02
  • $\begingroup$ What is the meaning of an indicator random variable for a sigma field? $\endgroup$ – Adepu Ravi Sankar May 4 '17 at 6:05
  • $\begingroup$ A random variable that takes on value 1 when the event happens, and 0 when it doesn't. So, if one event is a subset of the other, its indicator is less than the other's. $\endgroup$ – Neil G May 4 '17 at 6:25
  • $\begingroup$ Picture not showing for me! $\endgroup$ – SmallChess May 4 '17 at 7:33
  • $\begingroup$ Pl click this i.stack.imgur.com/dSPUR.png $\endgroup$ – Adepu Ravi Sankar May 4 '17 at 10:11

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