7. Suppose that X1 and X2 are independent random variables and that Y1 = gı(Xi) and Y2=g2(X2) for some functions gi and
Posted: Sun Oct 03, 2021 3:36 pm
7. Suppose that X1 and X2 are independent random variables and that Y1 = gı(Xi) and Y2=g2(X2) for some functions gi and g2. Then Y and Y2 are independent. Sounds reasonable yes? Prove this in the case that X and X2 are continuous and gi and g2 are invertible.