I need a little help with this prove. The question is to prove from both sides; so going left to right was easy but right to left, I couldn't figure it out! any suggestion how can I do this?
Pr[X = x; Y = y] = Pr[X = x]Pr[Y = y] , for all x & y belong to R
There's nothing to prove here.
this is a valid definition of independence between two random variables.
you can prove that ....
P(X|Y)=P(X) is equivalent to P(X,Y)=P(X)P(Y)
but you have half of a statement.
Originally Posted by Mohammed