Question
If $X, Y, Z$ are r.v.s such that $X$ and $Y$ are independent and $Y$ and $Z$ are independent, does it follow that $X$ and $Z$ are independent?
Step 1
e., P(X, Y) = P(X)P(Y) for all values of X and Y. Now, we are given that X and Y are independent, and Y and Z are independent. This means that we have: Show more…
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If $X$ and $Y$ are independent, show that $E(X | Y=y)=E(X)$.
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