00:01
We are going to prove that if the expected value of xy is equal to the product of the expected values of x and y, then x and y are independent.
00:13
We'll be using this theorem.
00:17
If x is a random variable and p x equals r is the probability that x equals r, so that p x equals r is the summation of over s of p of s, then the expected value of x is equal to the summation of the probability of x equals r multiplied by r, where capital s is the sample space for x.
00:52
Using this theorem, the expected value of x times y is equal to the summation over r of r times the probability that xy equals r.
01:03
I will call this equation one.
01:12
The event xy equals r is the disjoint union of the events x equals r1 and y equals r2.
01:21
Overall, r1 as an element of x over the sample space s and r2 element of y over the sample space s, with r equals r1 times r2.
01:36
Express xy equals r as a disjoint union in equation to get the x, expected value of xy equals the summation over r1 and r2 of r1 times r2 times the probability that x equals r1 and y equals r2 we'll order the terms using a double sum so we get the expected value of xy equals the summation over r1 and the summation over r2 of r1 times r2 times this probability we'll call this equation number two.
02:23
Now consider the expected value of x times the expected value of y...