NOTE:Separate Functions Independent Random Variables Are Independent. If X and Y are independent, then h (X) and g (Y)are independent on matter what functions h and g are. This is true because for every t, the event {h(x)≤t} can always be written as{X∈A}, where A = {x:h(x)≤t}. similarly,{g(y)≤u}={Y∈B}, so Eq. (3.5.4) for h(X) and g (Y) follows from (3.5.3) for X and Y