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Let X and Y be independent random variables. Let f,g : RRbe Borel-measurable functions, meaning that f1(A) B(R),g1(C) B(R) for any A,C B(R). Show that
Let X and Y be independent random variables. Let f,g : RRbe Borel-measurable functions, meaning that f1(A) B(R),g1(C) B(R) for any A,C B(R). Show that the random variables f(X) and g(Y ) are independent
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Understanding Analysis
Authors: Stephen Abbott
2nd Edition
1493927124, 9781493927128
