C8) Prove that two continuous random variables, X, Y, with the bivariate cdf, F(s, t), are independent if and only if F(s, t) = Fx(s) · Fy(t) for all s, t E R, where Fx and Fy are the marginal cdfs of X and Y respectively. Here is the proof. Justify the marked equalities with the symbols "i-WHYr, *tii-WHYr and "di-WHY. PROOF. The joint density is f(x, y) (i-WHY) 2" fx(x)fy (y), where fx (x) and fy (y) are the marginal densities of X and Y respectively: Therefore, (ii-WHY) F(s, t) f(x, y) dx dy -00 fx(x) dx fr()) dy (iii-WHY) Fx(s) Fy(t). The converse follows reversing the above arguments. definition of cdf not valid dependence of X, Y independence of X , Y N/A (i-WHY, Select One) definition of cdf not valid dependence of X, Y independence of X , Y N/A (ii-WHY, Select One) definition of cdf not valid dependence of X , Y independence of X , Y N/A (iii-WHY, Select One)

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Problem 8

(8) Prove that two continuous random variables, X, Y, with the bivariate cdf, F(s, t),
are independent if and only if
F(s, t)
Fx(s) · Fy(t) for all s, t e R,
where Fx and FY
Y are the marginal cdfs of X
and Y
respectively.
Here is the proof. Justify the marked equalities with the symbols `(i-WHY)", `(ii-WHY)" and `(iii-WHY)".
(i-WHY)
PROOF: The joint density is f (x, y)
fx(x) fy (y), where fx (x) and fy (y) are the marginal densities of X and Y respectively: Therefore,
(ii-WHY)
F(s, t)
/ fx(x) dx
:| frV) dy
(iii-WHY)
Fx(s) Fy(t).
The converse follows reversing the above arguments.
definition of cdf
not valid
ef)+fv) = ef«) efV)
dependence of X, Y
independence of X, Y
N/A
(i-WHY, Select One)
definition of cdf
not valid
ef(x)+fC) = efx) ef(V)
dependence of X, Y
independence of X, Y
N/A
(ii-WHY, Select One)
definition of cdf
not valid
ef (x)+fV) = efx) efV)
dependence of X, Y
independence of X, Y
N/A
(iii-WHY, Select One)
Transcribed Image Text:(8) Prove that two continuous random variables, X, Y, with the bivariate cdf, F(s, t), are independent if and only if F(s, t) Fx(s) · Fy(t) for all s, t e R, where Fx and FY Y are the marginal cdfs of X and Y respectively. Here is the proof. Justify the marked equalities with the symbols `(i-WHY)", `(ii-WHY)" and `(iii-WHY)". (i-WHY) PROOF: The joint density is f (x, y) fx(x) fy (y), where fx (x) and fy (y) are the marginal densities of X and Y respectively: Therefore, (ii-WHY) F(s, t) / fx(x) dx :| frV) dy (iii-WHY) Fx(s) Fy(t). The converse follows reversing the above arguments. definition of cdf not valid ef)+fv) = ef«) efV) dependence of X, Y independence of X, Y N/A (i-WHY, Select One) definition of cdf not valid ef(x)+fC) = efx) ef(V) dependence of X, Y independence of X, Y N/A (ii-WHY, Select One) definition of cdf not valid ef (x)+fV) = efx) efV) dependence of X, Y independence of X, Y N/A (iii-WHY, Select One)
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