Skip to main content
added 423 characters in body
Source Link
Iosif Pinelis
  • 127.7k
  • 8
  • 107
  • 229

The answer is no. E.g., assume that $n=2$, $\xi_i=X_i$, $P(X_i=0)=P(X_i=1)=1/2$, and $X_1,X_2$$X_1,X_2,\nu$ are independentany random variables (r. Letv's) each with values in the set $\nu$ equal$\{1,2\}$ and with $1$ if$P(\nu=1)=p\in(0,1)$. With these conditions in place, the dependence between $X_1\le X_2$ and let$X_1,X_2,\nu$ may be arbitrary. For instance, we may suppose that $\nu$ equalis independent of $2$ if$X_1,X_2$, or we may suppose that $X_1>X_2$$\nu=X_1$, or . Let.. .

Take any $c\notin\{1,2\}$ and let $Y_1,Y_2$ be obtained from $X_1,X_2$ by replacing $X_\nu$ by $c\notin\{0,1\}$. Then$c$, so that
$$P(Y_1=c,Y_2=c)=0\ne\frac34\times\frac14=P(Y_1=c)P(Y_2=c). $$\begin{equation} (Y_1,Y_2)=\left\{ \begin{aligned} (c,X_2) &\text{ if }\nu=1,\\ (X_1,c) &\text{ if }\nu=2. \end{aligned} \right. \end{equation} Then $$P(Y_1=c,Y_2=c)=0\ne p(1-p)=P(\nu=1)P(\nu=2)=P(Y_1=c)P(Y_2=c). $$ So, $Y_1,Y_2$ are not independent.

The answer is no. E.g., assume that $n=2$, $\xi_i=X_i$, $P(X_i=0)=P(X_i=1)=1/2$, and $X_1,X_2$ are independent. Let $\nu$ equal $1$ if $X_1\le X_2$ and let $\nu$ equal $2$ if $X_1>X_2$. Let $Y_1,Y_2$ be obtained from $X_1,X_2$ by replacing $X_\nu$ by $c\notin\{0,1\}$. Then $$P(Y_1=c,Y_2=c)=0\ne\frac34\times\frac14=P(Y_1=c)P(Y_2=c). $$

The answer is no. E.g., assume that $n=2$, $\xi_i=X_i$, and $X_1,X_2,\nu$ are any random variables (r.v's) each with values in the set $\{1,2\}$ and with $P(\nu=1)=p\in(0,1)$. With these conditions in place, the dependence between $X_1,X_2,\nu$ may be arbitrary. For instance, we may suppose that $\nu$ is independent of $X_1,X_2$, or we may suppose that $\nu=X_1$, or ... .

Take any $c\notin\{1,2\}$ and let $Y_1,Y_2$ be obtained from $X_1,X_2$ by replacing $X_\nu$ by $c$, so that
\begin{equation} (Y_1,Y_2)=\left\{ \begin{aligned} (c,X_2) &\text{ if }\nu=1,\\ (X_1,c) &\text{ if }\nu=2. \end{aligned} \right. \end{equation} Then $$P(Y_1=c,Y_2=c)=0\ne p(1-p)=P(\nu=1)P(\nu=2)=P(Y_1=c)P(Y_2=c). $$ So, $Y_1,Y_2$ are not independent.

Source Link
Iosif Pinelis
  • 127.7k
  • 8
  • 107
  • 229

The answer is no. E.g., assume that $n=2$, $\xi_i=X_i$, $P(X_i=0)=P(X_i=1)=1/2$, and $X_1,X_2$ are independent. Let $\nu$ equal $1$ if $X_1\le X_2$ and let $\nu$ equal $2$ if $X_1>X_2$. Let $Y_1,Y_2$ be obtained from $X_1,X_2$ by replacing $X_\nu$ by $c\notin\{0,1\}$. Then $$P(Y_1=c,Y_2=c)=0\ne\frac34\times\frac14=P(Y_1=c)P(Y_2=c). $$