Prove that if the variables (xi) and (eta) are independent and their density function is [ p_{xi}(x)=p_{eta}(x)=left{begin{array}{cc}

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Prove that if the variables \(\xi\) and \(\eta\) are independent and their density function is

\[ p_{\xi}(x)=p_{\eta}(x)=\left\{\begin{array}{cc} 0 & \text { for } x<0 \\ e^{-x} & \text { for } x>0 \end{array}\right. \]

then the variables \(\xi+\eta\) and \(\frac{\xi}{\eta}\) are also independent.

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Theory Of Probability

ISBN: 9781351408585

6th Edition

Authors: Boris V Gnedenko

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