Question: Suppose a random variable X has a CDF given by Fx (x) and similarly, a random variable Y has a CDF, Fy (y) . Prove

Suppose a random variable X has a CDF given by Fx (x) and similarly, a random variable Y has a CDF, Fy (y) . Prove that the function F(x,y) = Fx (x) Fy (y) satisfies all the properties required of joint CDFs and hence will always be a valid joint CDF.

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1 A joint CDF must satisfy F XY 0 F XY y 0 F XY x 0 For the case F XY x y F X x F Y y a F XY F ... View full answer

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