What does it mean to say that the real-valued RVs X and Y are inde- pendent, and how, in terms of the joint PDF fyy could you recognise whether X and Y are independent? The non-negative RVs X and Y have the joint PDF Sx.y (x, y) =;(x+y)e-(&+»)/(x, y > 0), x, y e R. Find the PDF fx and hence deduce that X and Y are not independent. Find the joint PDF of (1X, tY), where i is a positive real number. Suppose now that T is an RV independent of X and Y with PDF if 0

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What does it mean to say that the real-valued RVs X and Y are inde-
pendent, and how, in terms of the joint PDF fx.y could you recognise whether X and Y
are independent? The non-negative RVs X and Y have the joint PDF
Sx.y(x, y) =;(x+y)e-+») (x, y > 0), x, yɛ R.
Find the PDF fy and hence deduce that X and Y are not independent. Find the joint PDF
of (1X, tY ), where t is a positive real number. Suppose now that T is an RV independent
of X and Y with PDF
21, if 0<t<1
p(1) =
%3D
0,
otherwise.
Prove that TX and TY are independent.
Transcribed Image Text:What does it mean to say that the real-valued RVs X and Y are inde- pendent, and how, in terms of the joint PDF fx.y could you recognise whether X and Y are independent? The non-negative RVs X and Y have the joint PDF Sx.y(x, y) =;(x+y)e-+») (x, y > 0), x, yɛ R. Find the PDF fy and hence deduce that X and Y are not independent. Find the joint PDF of (1X, tY ), where t is a positive real number. Suppose now that T is an RV independent of X and Y with PDF 21, if 0<t<1 p(1) = %3D 0, otherwise. Prove that TX and TY are independent.
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