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, (@,)

Glencoe Algebra 1, Student Edition, 9780079039897, 0079039898, 2018
18th Edition
ISBN:9780079039897
Author:Carter
Publisher:Carter
Chapter10: Statistics
Section10.1: Measures Of Center
Problem 9PPS
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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, (@,)
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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