(L&K 4.9) Suppose X is a discrete random variable with px(x) = 0.25 for x = -2, -1, 1, 2. Let Y also be a discrete random variable such that Y = X2. Show that Cov(X,Y)= 0. Therefore, uncorrelated random variables are not necessarily independent.

A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
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(L&K 4.9) Suppose X is a discrete random variable with px(x) = 0.25 for x = -2, -1, 1, 2. Let Y also
be a discrete random variable such that Y = X2. Show that Cov(X,Y)= 0. Therefore, uncorrelated
random variables are not necessarily independent.
Transcribed Image Text:(L&K 4.9) Suppose X is a discrete random variable with px(x) = 0.25 for x = -2, -1, 1, 2. Let Y also be a discrete random variable such that Y = X2. Show that Cov(X,Y)= 0. Therefore, uncorrelated random variables are not necessarily independent.
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