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Independence of random variables

Independence of random variables. Definition Random variables X and Y are independent if their joint distribution function factors into the product of their marginal distribution functions Theorem

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Joint Density Function

Joint Density Function. The joint density function of two random variables X and Y , denoted f X,Y ( x , y ) gives the density of probability per unit area at the point ( x , y ). Marginal Densities. Joint Density for Independent RVs.

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Independence of random variables

Joint Density Function