Show that the jointly continuous (discrete) random variables X1, . . . ,Xn are independent if and

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Show that the jointly continuous (discrete) random variables X1, . . . ,Xn are independent if and only if their joint probability density (mass) function f (x1, . . . , xn) can be written as

for nonnegative functions gi(x), i = 1, . . . , n.

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A First Course In Probability

ISBN: 9789332519077

9th Edition

Authors: Sheldon Ross

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Question Posted: Oct 22, 2015 02:58 AM

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Show that the jointly continuous (discrete) random variables X1, . . . ,Xn are independent if and

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IT fxn)-ai) に1

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Assume that the joint density factors as shown and let Since th...View the full answer

A First Course In Probability

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