then (1) obtains for m-3 but the events B,. B, are not independent. 5.) If XX, are
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then (1) obtains for m-3 but the events B,. B, are not independent. 5.) If XX, are independent rvs and g.. Isis, are finite Borel functions on (-) then Y-X) Isis are independent rvs. In particular, -X-X, are independent r.v.a. (n) 8,1sis, are linear Borel sets and Y-X,where, is the indicator function of the set A, show that (Y, Isis) are independent r.v.s
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Probability Theory Independence Interchangeability Martingales
ISBN: 9780387406077
3rd Edition
Authors: Yuan Shih Chow, Henry Teicher
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