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Math Help - Discrete Random Variables

  1. #1
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    Discrete Random Variables

    Let X,Y be discrete random variables on a probability space. Prove or Disprove that:

    X,Y iid --> P({X=Y})=0
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  2. #2
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    Quote Originally Posted by TXGirl View Post
    Let X,Y be discrete random variables on a probability space. Prove or Disprove that:

    X,Y iid --> P({X=Y})=0
    Let x take the value 0 with probability 1/2 and 1 with prob. 1/2

    Let y take the value 0 with probability 1/2 and 1 with prob. 1/2

    and p(x=a,y=b)=p(x=a)p(y=b),\ a and b in \{0,1\}

    Then the RV's X and Y are iid.

    What is the probability that x=1, and y=1?

    RonL
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