Question: Consider two random variables X and Y. Suppose that Y takes on k values yy, and that X takes on / values xx a. Show

Consider two random variables X and Y. Suppose that Y takes on k values yy, and that X takes on / values xx

a. Show that Pr(y = y) = , Pr(y = y; X = x,) Pr(X = x). [Hint: Use the definition of Pr(Y=y,|X = x).]

b. Use your answer to

(a) to verify Equation (2.19).

c. Suppose that X and Y are independent. Show that xy = 0 and corr(X,Y)-0.

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