Hello, I need some help on the independence of random variables...(adsbygoogle = window.adsbygoogle || []).push({});

"How do I prove that if X and Y are two independent random variables, then U=g(X) and V = h(Y) are also independent?"

- Isn`t that if random variables X and Y are independent, it implies

that f(x,y) = g(x)h(y) and vice versa? Also, note that g(x) and h(y) are

two marginals. But what I don`t understand is that what does it mean to

have U = g(X) to be a capital "X"?

- {then U=g(X) and V = h(Y) are also independent} what am I supposed to

show in this proof? And lastly, what is my first step/strategy in proving

this? Hope you can give me hints.. =)

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# A proving on random variables

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