If two random variables, X and Y, are independent, then the joint characteristic function is equal to the product of their individual characteristic functions. O» (@,0,) = 0x(@,) 0, (@,)
If two random variables, X and Y, are independent, then the joint characteristic function is equal to the product of their individual characteristic functions. O» (@,0,) = 0x(@,) 0, (@,)
Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter4: Polynomial And Rational Functions
Section4.6: Variation
Problem 7E
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Prove the following
![If two random variables, X and Y, are independent, then the joint characteristic function
is equal to the product of their individual characteristic functions.
Oxy (@, ,@,) = 0x (@,) 4, (@,)](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F470947a3-7291-4522-938e-4eebf0f2d138%2F0b60d85b-ef7f-41aa-9e8b-6780695e5a45%2F84cepuj_processed.jpeg&w=3840&q=75)
Transcribed Image Text:If two random variables, X and Y, are independent, then the joint characteristic function
is equal to the product of their individual characteristic functions.
Oxy (@, ,@,) = 0x (@,) 4, (@,)
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