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The concept of independence for classes of events is developed in terms of a product rule. Recall that for a real random variable X, the inverse image of each reasonable subset M on the real line (i.e., the set of all outcomes which are mapped into M by X) is an event. Similarly, the inverse image of N by random variable Y is an event. We extend the notion of independence to a pair of random variables by requiring independence of the events they determine in this fashion. This condition may be stated in terms of the product rule P(X in M, Y in N) = P(X in M)P(Y in N) for all Borel sets M, N.This product rule holds for the distribution functions FXY(t,u) = FX(t)FY(u) for all t, u. And similarly for density functions when they exist. This condition puts restrictions on the nature of the probability mass distribution on the plane. For a rectangle with sides M, Nthe probability mass in M x N is P(X in M)P(Y in N). Extension to general classes is simple and immediate.

Introduction

The concept of independence for classes of events is developed in terms of a product rule. In this unit, we extend the concept to classes of random variables.

Independent pairs

Recall that for a random variable X , the inverse image X - 1 ( M ) (i.e., the set of all outcomes ω Ω which are mapped into M by X ) is an event for each reasonable subset M on the real line. Similarly, the inverse image Y - 1 ( N ) is an event determined by random variable Y for each reasonable set N . We extend the notion of independence to a pair of random variables by requiring independence of the events they determine. More precisely,

Definition

A pair { X , Y } of random variables is (stochastically) independent iff each pair of events { X - 1 ( M ) , Y - 1 ( N ) } is independent.

This condition may be stated in terms of the product rule

P ( X M , Y N ) = P ( X M ) P ( Y N ) for all (Borel) sets M , N

Independence implies

F X Y ( t , u ) = P ( X ( - , t ] , Y ( - , u ] ) = P ( X ( - , t ] ) P ( Y ( - , u ] ) =
F X ( t ) F Y ( u ) t , u

Note that the product rule on the distribution function is equivalent to the condition the product rule holds for the inverse images of a special class of sets { M , N } of the form M = ( - , t ] and N = ( - , u ] . An important theorem from measure theory ensures that if the product rule holds for this special classit holds for the general class of { M , N } . Thus we may assert

The pair { X , Y } is independent iff the following product rule holds

F X Y ( t , u ) = F X ( t ) F Y ( u ) t , u

An independent pair

Suppose F X Y ( t , u ) = 1 - e - α t 1 - e - β u 0 t , 0 u . Taking limits shows

F X ( t ) = lim u F X Y ( t , u ) = 1 - e - α t and F Y ( u ) = lim t F X Y ( t , u ) = 1 - e - β u

so that the product rule F X Y ( t , u ) = F X ( t ) F Y ( u ) holds. The pair { X , Y } is therefore independent.

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If there is a joint density function, then the relationship to the joint distribution function makes it clear that the pair is independent iff the product rule holds for the density. That is, thepair is independent iff

f X Y ( t , u ) = f X ( t ) f Y ( u ) t , u

Joint uniform distribution on a rectangle

Suppose the joint probability mass distributions induced by the pair { X , Y } is uniform on a rectangle with sides I 1 = [ a , b ] and I 2 = [ c , d ] . Since the area is ( b - a ) ( d - c ) , the constant value of f X Y is 1 / ( b - a ) ( d - c ) . Simple integration gives

f X ( t ) = 1 ( b - a ) ( d - c ) c d d u = 1 b - a a t b and
f Y ( u ) = 1 ( b - a ) ( d - c ) a b d t = 1 d - c c u d

Thus it follows that X is uniform on [ a , b ] , Y is uniform on [ c , d ] , and f X Y ( t , u ) = f X ( t ) f Y ( u ) for all t , u , so that the pair { X , Y } is independent. The converse is also true: if the pair is independent with X uniform on [ a , b ] and Y is uniform on [ c , d ] , the the pair has uniform joint distribution on I 1 × I 2 .

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Questions & Answers

Is there any normative that regulates the use of silver nanoparticles?
Damian Reply
what king of growth are you checking .?
Renato
What fields keep nano created devices from performing or assimulating ? Magnetic fields ? Are do they assimilate ?
Stoney Reply
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Adin Reply
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Kyle
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Adin
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Joe
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research.net
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Introduction about quantum dots in nanotechnology
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nano basically means 10^(-9). nanometer is a unit to measure length.
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Do somebody tell me a best nano engineering book for beginners?
s. Reply
there is no specific books for beginners but there is book called principle of nanotechnology
NANO
what is fullerene does it is used to make bukky balls
Devang Reply
are you nano engineer ?
s.
fullerene is a bucky ball aka Carbon 60 molecule. It was name by the architect Fuller. He design the geodesic dome. it resembles a soccer ball.
Tarell
what is the actual application of fullerenes nowadays?
Damian
That is a great question Damian. best way to answer that question is to Google it. there are hundreds of applications for buck minister fullerenes, from medical to aerospace. you can also find plenty of research papers that will give you great detail on the potential applications of fullerenes.
Tarell
what is the Synthesis, properties,and applications of carbon nano chemistry
Abhijith Reply
Mostly, they use nano carbon for electronics and for materials to be strengthened.
Virgil
is Bucky paper clear?
CYNTHIA
carbon nanotubes has various application in fuel cells membrane, current research on cancer drug,and in electronics MEMS and NEMS etc
NANO
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s. Reply
Yeah, it is a pain to say the least. You basically have to heat the substarte up to around 1000 degrees celcius then pass phosphene gas over top of it, which is explosive and toxic by the way, under very low pressure.
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Do you know which machine is used to that process?
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for screen printed electrodes ?
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of graphene you mean?
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or in general
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in general
s.
Graphene has a hexagonal structure
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Source:  OpenStax, Applied probability. OpenStax CNX. Aug 31, 2009 Download for free at http://cnx.org/content/col10708/1.6
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