Suppose X and Y have joint probability density f(x, y) = g(x)h(y) for some functions g and

Question:

Suppose X and Y have joint probability density f(x, y) = g(x)h(y) for some functions g and h which depend only on x and y, respectively. Show that X and Y are independent with fX(x) ∝ g(x) and fY(y) ∝ h(y).

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question
Question Posted: