If X1 and X2 are several independent random variables with distribution to the given data respectively by P(Xi = −1) = P (Xi = 1) = 1/2 , for i = 1,2, are X1 and X1X2
are independent? Justify your answer.
Answer:-
Given that:-
If X1 and X2 are several independent random variables with distribution to the given data respectively by P(Xi = −1) = P (Xi = 1) = 1/2 , for i = 1,2, are X1 and X1X2 are independent? Justify your answer.
Given,
If X1 and X2 are independent random variables with distribution given as
Then,
= 0
= 1
= 0
= 1 x 0
= 0
= 0
= 0 - 0
From Equation (1) we get,
X1 and X2 are independent.
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