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3 !" # # $ % & " !That is, the events {X ∈ A} and {Y ∈ B} are independent events (b) Let g(x) be a function only of x and h(y) be a function only of y Then E(g(X)h(Y)) = (Eg(X))(Eh(Y)) 492$ ^ e y i j b k l Z \ h d 5HG%R J m d h \ h ^ k l \ h i h e v a h \ Z l _ e y H = E Computing Integrals Springerlink ŠÈ'P‚ȃZƒbƒg "¯Œ^ ƒƒ"ƒY