Denote the corresponding marginal cdf''s

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Reference no: EM131217057

Let (X, Y ) be a random vector described by a product pdf fXY (x, y) = fX(x)fY (y). Let FX and FY denote the corresponding marginal cdf's.

(a) Prove

(b) Assume, in addition, that X and Y are identically distributed, i.e., have the same pdf. Based on the result of (a) calculate the probability P(X>Y ).

Reference no: EM131217057

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