Question: With reference to Example 3.22, verify that the three random variables X 1 , X 2 , and X 3 are not independent, but that

With reference to Example 3.22, verify that the three random variables X1, X2, and X3 are not independent, but that the two random variables X1 and X3 and also the two random variables X2 and X3 are pairwise independent.

Example 3.22

Considering again the trivariate probability density of Example 3.19,

f(x1,x2. x3) elsewhere

Find the joint marginal density of X1 and X3 and the marginal density of X1 alone.

f(x1,x2. x3) elsewhere

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