4. (10 points) Show that the random variables X and Yare independent if and only if for any a and b: E[U(a-X)U(b-Y)] = E
Posted: Sun Jul 10, 2022 10:41 am
4. (10 points) Show that the random variables X and Yare independent if and only if for any a and b: E[U(a-X)U(b-Y)] = E[U(a - X)]E[U(b-Y)].