Given two independent random variables $X$ and $Y$ and two measurable functions $g$ and $h$, how do we show that $g(X)$ and $h(Y)$ will also be independent?
1
- 2$\begingroup$ Same question with great answers: stats.stackexchange.com/questions/94872/… $\endgroup$VCG– VCG2016-08-19 16:39:45 +00:00Commented Aug 19, 2016 at 16:39
Add a comment |