In this problem we prove theorem 45 a sketch the following

Question

In this problem, we prove Theorem 4.5.

(a) Sketch the following events on the X, Y plane:

(b) Express the probability of the events A, B, and A∪ B∪C in terms of the joint CDF F_X,Y (x, y).

(c) Use the observation that events A, B, and C are mutually exclusive to prove Theorem 4.5.

Theorem 4.5