Question 13. Let X1 ~ N(1,1) and X2 ~ N(2,4) be two normally distributed and statisti- cally independent random variables. Mark the INCORRECT item: (a) P(X₁ > 1) = P(X2 < 2) (b) Cov(X1, X2) = 0. . (c) E(X1 X2) = E(X1) · E(X2) (d) P(X1 > 0) = P(X2 > 0) (e) E ([×¹¹]²) = E ([×2-²]²)

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