If Uj and U2 each have a normal distribution with mean 0 and variance 202. Furthermore, my, (t) = e'io² for i = 1, 2. Show that U, and U2 are independent.

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 21E
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QUESTION 2
i) If U, and U, each have a normal distribution
with mean 0 and variance 20².
Furthermore, mu, (t) = etio for i = 1,2.
Show that U and U2 are independent.
Transcribed Image Text:QUESTION 2 i) If U, and U, each have a normal distribution with mean 0 and variance 20². Furthermore, mu, (t) = etio for i = 1,2. Show that U and U2 are independent.
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