Let ##f(x,y,z)=x^2e^{-x-xy-xz}##, if ##x,y,z>0## and ##f(x,y,z)=0## otherwise. Are the continuous random variables ##x,y,z## independent or not?
Intuitively they are not independent. I calculated the marginal density functions:
##f_x(x)=\iint_{\Omega} f(x,y,z) dydz=e^{-x}##...