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1) Consider a pair of random variables X and Y. a) Show that Mm) = 9:2 and 9(m) = am for some a 6 R

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1) Consider a pair of random variables X and Y. a) Show that Mm) = 9:2 and 9(m) = am for some a 6 R are measurable functions. [2 points] b) Use part (a) and the fact that sums of random variables are random variables to show that X Y is a random variable. [3 points] [I-Iint: Note that ab = W]

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