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Given two independent random variables $X$ and $Y$ and two measurable functions $g$ and $h$, how do we show that $g(X)$ and $h(Y)$ will also be independent?

Praveen Sriram
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    Same question with great answers: http://stats.stackexchange.com/questions/94872/functions-of-independent-random-variables?rq=1 – VCG Aug 19 '16 at 16:39

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