1. Consider three random X₁, X2, and X3. Suppose that we have pairwise independence (i.e. X₁ is independent of X2, X2 is independent of X3, and X₁ is independent of X3). Then, X₁, X2, and X3 are mutually independent. True or false, give reasoning.

A First Course in Probability (10th Edition)
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1. Consider three random X₁, X2, and X3. Suppose that we have pairwise independence (i.e. X₁ is independent of X2, X2
is independent of X3, and X₁ is independent of X3). Then, X₁, X2, and X3 are mutually independent. True or false, give
reasoning.
Transcribed Image Text:1. Consider three random X₁, X2, and X3. Suppose that we have pairwise independence (i.e. X₁ is independent of X2, X2 is independent of X3, and X₁ is independent of X3). Then, X₁, X2, and X3 are mutually independent. True or false, give reasoning.
Expert Solution
Step 1

Given that, X1, X2 and X3 are pairwise independent then it can be written as,

P(X1, X2)= P(X1)P(X2)

P(X2, X3)= P(X2)P(X3)

P(X3, X1)= P(X3)P(X1)

 

 

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