ABSTRACT

Two real random variables X and Y are said to be “equal in distribution,” which is written as X = d Y https://s3-euw1-ap-pe-df-pch-content-public-p.s3.eu-west-1.amazonaws.com/9781315140421/629133f9-71b1-47e9-9172-8e1f26ac7dbb/content/inequ4_1.tif"/> or L(X) = L(Y) and expresses the fact that the distribution laws are equal. Random variables X 1,..., Xk are “independent” if their joint distribution function can be factored as the product of the marginal distributions—that is, if