- #1
SpringPhysics
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Homework Statement
Let X and Y be independent random variables. Prove that g(X) and h(Y) are also independent where g and h are functions.
Homework Equations
I did some research and somehow stumbled upon how
E(XY) = E(X)E(Y)
is important in the proof.
f(x,y) = f(x)f(y)
F(x,y) = F(x)F(y)
The Attempt at a Solution
I am seriously stuck on this - I do not even know where to begin. I know there was a previous thread (around 7 years old) on this but I did not want to revive an old thread, and there wasn't much response in that thread.
I attempted to determine F(g(x),h(y)) by integration but then I would need f(g(x),h(y)), which (to my knowledge), is unknown unless I use a really messy transformation equation (and the question was stated prior to learning about transformations).
Expectations appear to be the way to go, since they do not require the actual density/probability function of the function of the random variable; however, I do not know of any property of expectations allowing us to deduce that two random variables are independent (since a covariance of 0 does not necessarily imply independence).
If anyone could provide me with somewhere to start, that would be much appreciated.