Given that X and Y are RV supported on [ 2 , <mtext>&#xA0;</mtext> 3 ] , If the

Sattelhofsk

Sattelhofsk

Answered question

2022-06-26

Given that X and Y are RV supported on [ 2 ,   3 ] , If the correlation coefficient of X t and Y s is 0 for any s ,   t     [ 2 ,   3 ] , then X and Y are independent.

Answer & Explanation

Misael Li

Misael Li

Beginner2022-06-27Added 14 answers

Step 1
Recall Z 1 , Z 2 , are independent if and only if their joint MGF is the product of their individual MGFs:
E [ e t 1 Z 1 + t 2 Z 2 ] = E [ e t 1 Z 1 ] E [ e t 2 Z 2 ] . .
To show X, Y are independent, it suffices to show ln X , ln Y are independent. Can you show ln X , ln Y , are independent using the uncorrelated condition and MGF

Do you have a similar question?

Recalculate according to your conditions!

New Questions in Inferential Statistics

Ask your question.
Get an expert answer.

Let our experts help you. Answer in as fast as 15 minutes.

Didn't find what you were looking for?