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What are the properties of IID random variables

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Hi
The properties of independent random VARIABLES are given here:

1) The joint distribution function of TWO independent variables factors into the product of their marginal distribution functions.


2) For two CONTINUOUS random variables XX and YY, they are independent if and only if for any two densities of XX and YY, their product becomes the joint density of XX and YY.


3) If XX and YY are two independent random variables, and PP = g(X)g(X) and QQ = h(Y)h(Y) then PP and QQ are also independent to each other.



hope it helps you


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