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17. The random variables X and Y are independent and both have the uniform distribution on [ 0
, 1 ] . Let Z = I X Y . Prove that. for real , ( Z , ) = 2 [ 1 + i e i ] /2. Hence deduce the general
expression for E ( Z n ) .

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17- The random variables X and Y are independent and both have the uni.pdf

  • 1. 17. The random variables X and Y are independent and both have the uniform distribution on [ 0 , 1 ] . Let Z = I X Y . Prove that. for real , ( Z , ) = 2 [ 1 + i e i ] /2. Hence deduce the general expression for E ( Z n ) .