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91Ó°ÊÓ

Suppose that\({X_1}...{X_n}\)are independent. Let\(k < n\)and let\({i_1}.....{i_k}\)be distinct integers between 1 and n. Prove that \(X{i_1}.....X{i_k}\)they are independent.

Short Answer

Expert verified

\(X{i_1}.....X{i_k}\) are independent

Step by step solution

01

Given information

The n random variables \({X_1}...{X_n}\) are independent

02

Compute the probability

The n random variables \({X_1}...{X_n}\)are independent if for every n set \({A_1},{A_2},....{A_n}\)

of real numbers.

\(\begin{align}{\rm P}\left( {{X_1} \in {{\rm A}_1},{X_2} \in {{\rm A}_2}...{X_n} \in {{\rm A}_n}} \right)\\ = {\rm P}\left( {{X_1} \in {{\rm A}_1}} \right){\rm P}\left( {{X_2} \in {{\rm A}_2}} \right)...{\rm P}\left( {{X_n} \in {{\rm A}_n}} \right)\end{align}\)

And\({i_1}.....{i_k}\)be the distinct integers between 1 and n that belong tothe set of Real numbers.

If\({X_1}...{X_n}\)they are independent, it follows easily that the random variables in every nonempty subset of\({X_1}...{X_n}\)are also independent.

Hence\(X{i_1}.....X{i_k}\)are independent.

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Most popular questions from this chapter

Suppose that three random variables X1, X2, and X3 have a continuous joint distribution with the following joint p.d.f.:

\({\bf{f}}\left( {{{\bf{x}}_{\bf{1}}}{\bf{,}}{{\bf{x}}_{\bf{2}}}{\bf{,}}{{\bf{x}}_{\bf{3}}}} \right){\bf{ = }}\left\{ {\begin{align}{}{{\bf{c}}\left( {{{\bf{x}}_{\bf{1}}}{\bf{ + 2}}{{\bf{x}}_{\bf{2}}}{\bf{ + 3}}{{\bf{x}}_{\bf{3}}}} \right)}&{{\bf{for0}} \le {{\bf{x}}_{\bf{i}}} \le {\bf{1}}\,\,\left( {{\bf{i = 1,2,3}}} \right)}\\{\bf{0}}&{{\bf{otherwise}}{\bf{.}}}\end{align}} \right.\)

Determine\(\left( {\bf{a}} \right)\)the value of the constant c;

\(\left( {\bf{b}} \right)\)the marginal joint p.d.f. of\({{\bf{X}}_{\bf{1}}}\)and\({{\bf{X}}_{\bf{3}}}\); and

\(\left( {\bf{c}} \right)\)\({\bf{Pr}}\left( {{{\bf{X}}_{\bf{3}}}{\bf{ < }}\frac{{\bf{1}}}{{\bf{2}}}\left| {{{\bf{X}}_{\bf{1}}}{\bf{ = }}\frac{{\bf{1}}}{{\bf{4}}}{\bf{,}}{{\bf{X}}_{\bf{2}}}{\bf{ = }}\frac{{\bf{3}}}{{\bf{4}}}} \right.} \right){\bf{.}}\)

Suppose that\({{\bf{X}}_{\bf{1}}}\)and\({{\bf{X}}_{\bf{2}}}\)are i.i.d. random variables, and that each has the uniform distribution on the interval[0,1]. Evaluate\({\bf{P}}\left( {{{\bf{X}}_{\bf{1}}}^{\bf{2}}{\bf{ + }}{{\bf{X}}_{\bf{2}}}^{\bf{2}} \le {\bf{1}}} \right)\)

Question:Suppose that in a certain drug the concentration of aparticular chemical is a random variable with a continuousdistribution for which the p.d.f.gis as follows:

\({\bf{g}}\left( {\bf{x}} \right){\bf{ = }}\left\{ \begin{array}{l}\frac{{\bf{3}}}{{\bf{8}}}{{\bf{x}}^{\bf{2}}}\;{\bf{for}}\;{\bf{0}} \le {\bf{x}} \le {\bf{2}}\\{\bf{0}}\;{\bf{otherwise}}\end{array} \right.\)

Suppose that the concentrationsXandYof the chemicalin two separate batches of the drug are independent randomvariables for each of which the p.d.f. isg. Determine

(a) the joint p.d.f.of X andY;

(b) Pr(X=Y);

(c) Pr(X >Y );

(d) Pr(X+Y≤1).

Consider the situation described in Example 3.7.14. Suppose that \(\) \({X_1} = 5\) and\({X_2} = 7\)are observed.

a. Compute the conditional p.d.f. of \({X_3}\) given \(\left( {{X_1},{X_2}} \right) = \left( {5,7} \right)\).

b. Find the conditional probability that \({X_3} > 3\)given \(\left( {{X_1},{X_2}} \right) = \left( {5,7} \right)\)and compare it to the value of \(P\left( {{X_3} > 3} \right)\)found in Example 3.7.9. Can you suggest a reason why the conditional probability should be higher than the marginal probability?

Suppose that either of two instruments might be used for making a certain measurement. Instrument 1 yields a measurement whose p.d.f.\({{\bf{h}}_{\bf{1}}}\)is

\({{\bf{h}}_{\bf{1}}}\left( {\bf{x}} \right){\bf{ = }}\left\{ {\begin{align}{}{{\bf{2x}}}&{{\bf{for}}\,{\bf{0 < x < 1}}}\\{\bf{0}}&{{\bf{otherwise}}}\end{align}} \right.\)

Instrument 2 yields a measurement whose p.d.f.\({{\bf{h}}_2}\)is

\({{\bf{h}}_{\bf{2}}}\left( {\bf{x}} \right){\bf{ = }}\left\{ {\begin{align}{}{{\bf{3}}{{\bf{x}}^{\bf{2}}}}&{{\bf{for}}\,{\bf{0 < x < 1}}}\\{\bf{0}}&{{\bf{otherwise}}}\end{align}} \right.\)

Suppose that one of the two instruments is chosen randomly, and a measurement X is made with it.

  1. Determine the marginal p.d.f. of X.
  2. If the measurement value is\({\bf{X = }}{\raise0.7ex\hbox{\({\bf{1}}\)} \!\mathord{\left/ {\vphantom {{\bf{1}} {\bf{4}}}}\right.\ } \!\lower0.7ex\hbox{\({\bf{4}}\)}}\), what is the probability that instrument 1 was used?
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