Question: 2.11. Let X and Y be jointly distributed random variables and B an arbitrary set. Fill in the details that justify the inequality JPr{X in

2.11. Let X and Y be jointly distributed random variables and B an arbitrary set. Fill in the details that justify the inequality JPr{X in B} -

Pr{Yin B}1 Pr [X * Y}.

Hint: Begin with

{XinB} = {XinBandYinB) or {XinBand YnotinB}

C(Yin B} or {X/Y}.

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