How to determine if random variables x,y,z are independent?

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Homework Help Overview

The discussion revolves around determining the independence of continuous random variables x, y, and z, given a joint probability density function f(x, y, z). The original poster presents calculations of marginal density functions and questions the correctness of their conclusion regarding independence.

Discussion Character

  • Conceptual clarification, Assumption checking, Mathematical reasoning

Approaches and Questions Raised

  • The original poster calculates marginal densities and compares the joint density to the product of marginals to argue that the variables are not independent. Some participants suggest alternative methods for checking independence, such as evaluating specific ratios of the joint density function.

Discussion Status

The discussion is ongoing, with participants exploring different methods to assess independence. There is no explicit consensus on the correctness of the original poster's conclusion, and some participants are questioning the validity of their chosen values in the alternative method.

Contextual Notes

Participants note that the approach taken by the original poster may be tedious, and there is a recognition of the potential for arbitrary selection of values in the alternative method being discussed.

lep11
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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}##

##f_y(y)=\iint_{\Omega} f(x,y,z) dxdz=(y+1)^{-2}##

##f_z(z)=\iint_{\Omega} f(x,y,z) dxdy=(z+1)^{-2}##

Now we observe that if ##x,y,z>0##,

##(x,y,z)=x^2e^{-x-xy-xz}\neq{e^{-x}}(y+1)^{-2}(z+1)^{-2}##. Thus ##x,y,z## are not independent.
Is this correct?
Is there easier method to check if they are independent as this way is 'a bit tedious'?
 
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If they are independent, then f(2,2,1)/f(1,2,1) = f(2,1,1)/f(1,1,1), which is easy to check. Picking the right values is the interesting part, because you don't gain anything if the equality holds.
 
mfb said:
If they are independent, then f(2,2,1)/f(1,2,1) = f(2,1,1)/f(1,1,1), which is easy to check. Picking the right values is the interesting part, because you don't gain anything if the equality holds.
Did you arbitrarily pick the values of x,y and z? I checked and the equation holds. Is the original post o.k.?
 
I picked them arbitrarly. I get $$\frac{4 e^{-8}}{e^{-4}} = \frac{4 e^{-6}}{e^{-3}}$$
Which is wrong.

Your method works as well, but it is more work.
 

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