7. Suppose random variables X and Y are independent. Let g(x) and h(y) be any bounded measurablefunctions. Show that Cov(g(X), h(Y)) = 0.

The Given Random variables X and Y are independent. To show that CovgX,hY=0.

Answered: 7. Suppose random variables X and Y are…

Linear Algebra: A Modern Introduction

4th Edition

ISBN:9781285463247

Author:David Poole

Publisher:David Poole

Chapter4: Eigenvalues And Eigenvectors

Section4.6: Applications And The Perron-frobenius Theorem

Problem 24EQ

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7. Suppose random variables X and Y are independent. Let g(z) and h(y) be any bounded measurable functions. Show that Cov(g(X), h(Y)) = 0.