- #1
lep11
- 380
- 7
Let ##f(x,y,z)=x^2e^{-x-xy-xz}##, if ##x,y,z>0## and ##f(x,y,z)=0## otherwise. Are the continuous random variables ##x,y,z## independent or not?
Intuitively they are not independent. I calculated the marginal density functions:
##f_x(x)=\iint_{\Omega} f(x,y,z) dydz=e^{-x}##
##f_y(y)=\iint_{\Omega} f(x,y,z) dxdz=(y+1)^{-2}##
##f_z(z)=\iint_{\Omega} f(x,y,z) dxdy=(z+1)^{-2}##
Now we observe that if ##x,y,z>0##,
##(x,y,z)=x^2e^{-x-xy-xz}\neq{e^{-x}}(y+1)^{-2}(z+1)^{-2}##. Thus ##x,y,z## are not independent.
Is this correct?
Is there easier method to check if they are independent as this way is 'a bit tedious'?
Intuitively they are not independent. I calculated the marginal density functions:
##f_x(x)=\iint_{\Omega} f(x,y,z) dydz=e^{-x}##
##f_y(y)=\iint_{\Omega} f(x,y,z) dxdz=(y+1)^{-2}##
##f_z(z)=\iint_{\Omega} f(x,y,z) dxdy=(z+1)^{-2}##
Now we observe that if ##x,y,z>0##,
##(x,y,z)=x^2e^{-x-xy-xz}\neq{e^{-x}}(y+1)^{-2}(z+1)^{-2}##. Thus ##x,y,z## are not independent.
Is this correct?
Is there easier method to check if they are independent as this way is 'a bit tedious'?