A simple example of a random variable is the indicator of an event A, which is denoted by IA: IA(W) = {1 if we A, otherwise. (a) Prove that two events A and B are independent if, and only if, the associated indi- cator random variables IA and I are independent. (b) Show that if X = IĄ, then E[X] = P(A).

A First Course in Probability (10th Edition)
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Chapter1: Combinatorial Analysis
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A simple example of a random variable is the indicator of an event A, which is denoted
by IA:
IA(W) =
=
{}
1 if w€ A,
0 otherwise.
(a) Prove that two events A and B are independent if, and only if, the associated indi-
cator random variables I and I are independent.
(b) Show that if X = IĄ, then E[X] = P(A).
Transcribed Image Text:A simple example of a random variable is the indicator of an event A, which is denoted by IA: IA(W) = = {} 1 if w€ A, 0 otherwise. (a) Prove that two events A and B are independent if, and only if, the associated indi- cator random variables I and I are independent. (b) Show that if X = IĄ, then E[X] = P(A).
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