The r.v.s X1,..., Xk are independent if and only if in relation (10.4) all Bjs are replaced

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The r.v.s X1,..., Xk are independent if and only if in relation (10.4) all Bjs are replaced by intervals (aj, bj] with a j, b j in ( and a j Work as in Lemma 1 in order to show that
P (X ( x1, a j X j ( b j, j = 2, .... , k)

And complete the factorization by replacing one of the remaining X j, j = 2,..., k, at a time?

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An Introduction to Measure Theoretic Probability

ISBN: 978-0128000427

2nd edition

Authors: George G. Roussas

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Question Posted: Mar 25, 2016 03:34 AM

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The r.v.s X1,..., Xk are independent if and only if in relation (10.4) all Bjs are replaced

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ai< j=2

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If the rvs are independent then the desired factorizat...View the full answer

An Introduction to Measure Theoretic Probability

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