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Mathematical Methods for Physics and Engineering - Matematica.NET

Mathematical Methods for Physics and Engineering - Matematica.NET

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30.5 PROPERTIES OF DISTRIBUTIONSIn many circumstances, however, r<strong>and</strong>om variables do not depend on oneanother, i.e. they are independent. As an example, <strong>for</strong> a person drawn at r<strong>and</strong>omfrom a population, we might expect height <strong>and</strong> IQ to be independent r<strong>and</strong>omvariables. Let us suppose that X <strong>and</strong> Y are two r<strong>and</strong>om variables with probabilitydensity functions g(x) <strong>and</strong>h(y) respectively. In mathematical terms, X <strong>and</strong> Y areindependent RVs if their joint probability density function is given by f(x, y) =g(x)h(y). Thus, <strong>for</strong> independent RVs, if X <strong>and</strong> Y are both discrete thenPr(X = x i , Y = y j )=g(x i )h(y j )or, if X <strong>and</strong> Y are both continuous, thenPr(x

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