Show that if X1, X2, p , Xp are independent, continuous random variables, P(X1 A1, X2

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Show that if X1, X2, p , Xp are independent, continuous random variables, P(X1 A1, X2 A2, p , Xp Ap) P(X1 A1)P(X2 A2) p P(Xp Ap) for any regions A1, A2, p , Ap in the range of X1, X2, p , Xp respectively.

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