6) Show that, if X and Y are independent random variables, such that E|X| < co ,and B is an arbitrary set, then EXI{Y E B} = EX · P(Y E B).

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 32E
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6) Show that, if X and Y are independent random variables, such that E|X| < co ,and B is
an arbitrary set, then
EXI{Y E B} = EX • P(Y E B).
Transcribed Image Text:6) Show that, if X and Y are independent random variables, such that E|X| < co ,and B is an arbitrary set, then EXI{Y E B} = EX • P(Y E B).
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