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In: Statistics and Probability

Problem 2. (a) Prove that, if two continuous random variable X and Y are independent P(X...

Problem 2.

(a) Prove that, if two continuous random variable X and Y are independent

P(X > x, Y > y) = P(X > x)P(Y > y)

(b) Now prove that, under the same conditions, X,Y, independent continuous random variables, E(XY) = E(X)E(Y).

Solutions

Expert Solution

b.

orchestra answered 1 year ago
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