16. Show that, if X and Y are independent random variables, such that E|X|< ∞, and B is an arbitrary Borel set, then EXI{Y B} = EX P(YE B).

Elements Of Modern Algebra
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ISBN:9781285463230
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Chapter2: The Integers
Section2.7: Introduction To Coding Theory (optional)
Problem 6E: Suppose the probability of erroneously transmitting a single digit is P=0.03. Compute the...
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16. Show that, if X and Y are independent random variables, such that E|X|< ∞,
and B is an arbitrary Borel set, then
EXI{Y B} = EX P(YE B).
Transcribed Image Text:16. Show that, if X and Y are independent random variables, such that E|X|< ∞, and B is an arbitrary Borel set, then EXI{Y B} = EX P(YE B).
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