a) Give a condition on two variables X and Y such that E[XY] = E[X]E[Y]. %3D Suppose that X ~U({-1,0,1}) and U ~U({-1,1}) are independent. Let Y XU. b) Show that X and Y are uncorrelated. c) Show that X and Y are not independent.

Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter6: Vector Spaces
Section6.2: Linear Independence, Basis, And Dimension
Problem 11EQ
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a) Give a condition on two variables X and Y such that
E[XY] = E[X]E[Y].
Suppose that X ~U({-1,0,1}) and U ~U({-1, 1}) are independent. Let Y = XU.
b) Show that X and Y are uncorrelated.
c) Show that X and Y are not independent.
Transcribed Image Text:a) Give a condition on two variables X and Y such that E[XY] = E[X]E[Y]. Suppose that X ~U({-1,0,1}) and U ~U({-1, 1}) are independent. Let Y = XU. b) Show that X and Y are uncorrelated. c) Show that X and Y are not independent.
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