Suppose fX,Y (x, y)= xye(x+y), x >0, y >0. Prove for any real numbers a, b, c,
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P(a < X < b, c < Y < d) = P(a < X < b) · P(c < Y < d)
thereby establishing the independence of X and Y.
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Related Book For
Introduction To Mathematical Statistics And Its Applications
ISBN: 9780321693945
5th Edition
Authors: Richard J. Larsen, Morris L. Marx
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