Question: 16. Let X and Y be nonnegative random variables with an arbitrary joint distribution function. Let (a) Show that (b) By calculating expected values of

16. Let X and Y be nonnegative random variables with an arbitrary joint distribution function.

Let

I(x, y) == if X, Y> y otherwise.

(a) Show thatimage text in transcribed

(b) By calculating expected values of both sides of part (a), prove that


image text in transcribed

Note that this is a generalization of the result explained in Remark 6.4.

I(x, y) == if X, Y> y otherwise.

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