Let X1, ..., Xn)a probability vector. Assume that E[gı(X1)...gn(Xn)] = E[91(X1))...E[gn(Xn)] for every measurable functions 91...On...

Question

Question

Let X1, ..., Xn)a probability vector. Assume that E[gı(X1)...gn(Xn)] = E[91(X1))...E[gn(Xn)] for every measurable functions 9

math Statistics-And-Probability

Answer 1

Answer #1

solution: Consider, We have Take g. (U) = 1 (-0, x) Cu) 18 measurable J, CY) - I Cw, y, (1) , Y (Y) = 1 (0, 2) (X2) En genera

Answer 2

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