Reflection Invariance of Lebesgue Measure and Symmetry of the Standard Normal Distribution
lemmaAnalysisProbabilitylem:standard-normal-symmetry-2026aFor a subset of the real line write . Let be the Lebesgue outer measure, Lebesgue measure, the Borel -algebra, and the standard normal distribution. Then:
1. (Reflection invariance of Lebesgue measure) For every , . For every Borel set , the reflected set is Borel and .
2. (Reflection invariance of the standard normal distribution) For every Borel set ,
3. (Symmetry) If is a standard normal random variable on a probability space, then is a standard normal random variable.
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