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3.4 Independence of random vectors

3.4 Independence of random vectors. Definition It is said that X is independent of Y for any real number a<b, c<d,p{a<X ? b,c<Y ? d} =p{a<X ? b}p{c<Y ? d},i.e. event{a<X ? b}is independent of {c<Y ? d}.

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Homework p69 13 - PowerPoint PPT Presentation

3.4 Independence of random vectors