0
$\begingroup$

I want to give a little heads up that this question is very similar to Product of independent random variables.

Let $X_1,X_2,\ldots,X_d$ be independent r.v.'s with distributions $$P(X_i=1)=P(X_i=-1)=\frac{1}{2}\quad\tag{*}$$. For each $S \in [d]$, define $Y_S = \prod\limits_{i\in S}X_i.$ Show that the variables $\{Y_S\}$ are pairwise independent.


In the other question it has been shown show that $(Z_i)_{i=1}^m$ are mutually(jointly) independent where $Z_i = X_1X_2\ldots X_i$. The key distinction between the questions is that the sets of $[d]$ that are used to take the product are different and pairwise independence is required instead of joint mutual independence.

$\endgroup$

1 Answer 1

-1
$\begingroup$

Let $T\gt S$, then $P(Y_T=1|Y_S)=\frac{1}{2}=P(Y_T=1)$. The point being that the product of $X_i$ for $i\in T\ and\ i\notin S$ is independent of $Y_S$.

$\endgroup$

You must log in to answer this question.

Start asking to get answers

Find the answer to your question by asking.

Ask question

Explore related questions

See similar questions with these tags.