Suppose fX,Y (x, y)= xye(x+y), x >0, y >0. Prove for any real numbers a, b, c,

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Suppose fX,Y (x, y)= xye−(x+y), x >0, y >0. Prove for any real numbers a, b, c, and d that
P(a < X < b, c < Y < d) = P(a < X < b) · P(c < Y < d)
thereby establishing the independence of X and Y.
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