The indicator function of an event A is the function 1_A defined by 1_A(?) = {1 if ? ? A, 0 if ? ? A. Show that two events A and B are independent if and only if their indicator functions are independent random variables.
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First, let's define what it means for two events A and B to be independent. Two events A and B are independent if the probability of both events occurring is equal to the product of the probabilities of each event occurring individually. Mathematically, this can Show more…
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