Prove that if the joint cdf of X and Y satisfies Fx,y(x,y) = FX(X)FY(y), then for any

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Prove that if the joint cdf of X and Y satisfies
Fx,y(x,y) = FX(X)FY(y),
then for any pair of intervals (a, b), and (c, d),
P(a < X < b, c < Y < d) = P(a < X < b)P(c < Y < d).
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Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

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