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Q108Section III (Statistics)108 of 180

Two indicator variables that are neither identically distributed nor independent

Suppose that Ω1={1,2,3,4,5,6}\Omega_1=\{1,2,3,4,5,6\} and that P is a probability measure such that P({j})=1/6P(\{j\})=1/6 for j=1,…,6j=1,\dots,6. Let IAI_A and IBI_B be the indicator functions of the subsets A={1,3,5}A=\{1,3,5\} and B={2,3,4,6}B=\{2,3,4,6\} respectively. Consider: (I) IAI_A and IBI_B are identically distributed. (II) IAI_A and IBI_B are independent random variables.

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