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Math Help - If X and Y are independent RVs...

  1. #1
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    If X and Y are independent RVs...

    Can we say that kX and Y are independent RVs for any real constant k?
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  2. #2
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    Re: If X and Y are independent RVs...

    Hey Jame.

    The answer is yes. You can prove this by showing that if Z = kX, then the PDF P(Z = z, Y = y) = P(Z=z)*P(Y=y). As long as you can show this separable property, you will always be able to show independence.
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