Let be disjoint events with

Show that if A is another event and for all n then P(A)=p.

deduce that if X,Y are discrete random variables then :

X and Y are independent.

The conditional distribution of X given Y=y is independent of y.

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- Oct 28th 2008, 01:07 PMszpengchaoprove this claim
Let be disjoint events with

Show that if A is another event and for all n then P(A)=p.

deduce that if X,Y are discrete random variables then :

X and Y are independent.

The conditional distribution of X given Y=y is independent of y. - Oct 28th 2008, 01:30 PMPlato
Note that .

From the given: .

because (they are pairwise disjoint).