Solve the following problem:
The random variables Xi, i = 1, 2, ..., n, have joint PDF p(x1, x2,..., xn).
Prove that p(x1, x2, x3,..., xn) = p(xn|xn-1,..., x1)p(xn-1|xn-2,..., x1) ··· p(x3|x2, x1)p(x2|x1)p(x1).
Make sure you use enough details to support your answer.