Runty_Grunty
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I've got a pretty good answer to this one already, yet I'd like to see how solid it is. I'll list the question first in quotes.
Here's my work below. I credit http://arxiv.org/PS_cache/arxiv/pdf/0909/0909.1685v4.pdf" for the answer.
X and Y are independent if and only if P(X=i,Y=j)=P(X=i)P(Y=j) where i,j=0,1.
Two Bernoulli random variables are independent if and only if they are uncorrelated, and thus have a covariance of zero.
Corr(X,Y)=0\Leftrightarrow Cov(X,Y)=0
Let p(x) be the pmf of X, and let p(y) be the pmf of Y.
If X and Y are independent then by definition
Cov(X,Y)=p(xy)-p(x)p(y)=P(X=i,Y=j)-P(X=i)P(Y=j)=0,
as P(X=i,Y=j)=P(X=i)P(Y=j) for i,j=0,1.
If on the other hand we have that Cov(X,Y)=0, then
p(xy)-p(x)p(y)=0\Rightarrow p(xy)=p(x)p(y).
Therefore, X and Y are independent.
This should properly answer the question, though I've been told by another source that summing up the marginal pmfs is also necessary to show independence. I don't know whether or not that's really necessary, though, and could use a second opinion.
Is there anything about my proof that could use improvement?
Show that two Bernoulli random variables X and Y are independent if and only if P(X=1,Y=1)=P(X=1)P(Y=1).
Here's my work below. I credit http://arxiv.org/PS_cache/arxiv/pdf/0909/0909.1685v4.pdf" for the answer.
X and Y are independent if and only if P(X=i,Y=j)=P(X=i)P(Y=j) where i,j=0,1.
Two Bernoulli random variables are independent if and only if they are uncorrelated, and thus have a covariance of zero.
Corr(X,Y)=0\Leftrightarrow Cov(X,Y)=0
Let p(x) be the pmf of X, and let p(y) be the pmf of Y.
If X and Y are independent then by definition
Cov(X,Y)=p(xy)-p(x)p(y)=P(X=i,Y=j)-P(X=i)P(Y=j)=0,
as P(X=i,Y=j)=P(X=i)P(Y=j) for i,j=0,1.
If on the other hand we have that Cov(X,Y)=0, then
p(xy)-p(x)p(y)=0\Rightarrow p(xy)=p(x)p(y).
Therefore, X and Y are independent.
This should properly answer the question, though I've been told by another source that summing up the marginal pmfs is also necessary to show independence. I don't know whether or not that's really necessary, though, and could use a second opinion.
Is there anything about my proof that could use improvement?
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