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Math Help - about independence

  1. #1
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    about independence

    if X1, X2 are independent, can we say X1^2 and X^2 or X1 and X2^2 are also independent ??
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  2. #2
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    If X_1 and X_2 are independent, then for *any* function f, g, f(X_1) is independent of g(X_2). So the answer to your question is yes.

    Sidenote: I put asterisk on *any* because actually not all functions work but you don't really have to worry about it.
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