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Simple conditional proof help

  1. Oct 1, 2011 #1
    1) I'm trying to prove that two R.V.s X & Y are related iff Y & X are related. Assuming they are discretely distributed.

    So basically from what I've learned is that two R.V.s are related if the joint pdf changes as Y changes. So basically if f(X|Y=yi) changes when i changes. So from that definition this is what I came up with.

    if I have 2 pdf's and assuming X and Y are related then

    f(X=x1|Y=y1) = P(X=x1 n Y=y1)/P(Y=y1)

    should not be the same as:

    f(X=x1|Y=y2) = P(X=x1 n Y=y2)/P(Y=y2)

    However if Y and X are not related then:

    f(Y=y1|X=x1) = P(Y=y1 n X=x1)/P(X=x1)

    should be the same as:

    f(Y=y1|X=x2) = P(Y=y1 n X=x2)/P(X=x2)

    But P(X=x1 n Y=y1) = P(Y=y1 n X=x1) thus:

    f(Y=y1|X=x1)*P(X=x1)/P(Y=y1) = f(X=x1|Y=y1)

    So we can see that f(X=x1|Y=y1) depends on f(Y=y1|X=x1), so if X and Y are related, it should mean that Y and X are related as well? Since f(Y=y1|X=x1) = f(Y=y1|X=x2), I can put in any f(Y|X=xi) in there, and the left side should remain unchanged, but it is contradictory to the right side since it has to change if X and Y are related. I'm not sure if that's the right way to prove it.
     
  2. jcsd
  3. Oct 1, 2011 #2

    mathman

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    Science Advisor
    Gold Member

    Random variables X and Y are independent means P(X<x and Y<y) = P(X<x)P(Y<y) for all x and y. If this relationship does not hold, they are dependent (you call related). The equation is symmetric in X and Y.
     
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