Question: Consider the probability space ((, A, P), let {An}, n ( 1, be a sequence of events, and set Xn = IAn. Then show that

Consider the probability space ((, A, P), let {An}, n ( 1, be a sequence of events, and set Xn = IAn. Then show that the events {A1, A2,...} are independent if and only if the r.v.s X1, X2,.... Are independent?

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