Let X1 and X2 be independent random variables and let Y1 = Ф1(X1) and Y2 = Ф2(X2).

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Let X1 and X2 be independent random variables and let Y1 = Ф1(X1) and Y2 = Ф2(X2).
(a) Show that


P(Y =r,Y2 = s) = E P(X1 = a, X2 = 6) 1(0)-r t(b)-

(b) Using (a), show that P (Y1 = r, Y2 = s) = P (Y1 = r) P (Y2 = s) so that Y1 and Y2 are independent.
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Probability and Statistical Inference

ISBN: 978-0321923271

9th edition

Authors: Robert V. Hogg, Elliot Tanis, Dale Zimmerman

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