If X and Y are independent random variables,which of the following identities is false?
A)Cov(X,Y)= 1
B)Cov(X,Y)= 0
C)E(X + Y)= E(X)+ E(Y)
D)Var(X + Y)= Var(X)+ Var(Y)

Question

Quizplus · Accepted Answer

If X and Y are independent, then Cov(X,Y) = 0. Therefore, option A is false. Option B is true as independent random variables have zero covariance. Options C and D are true for all random variables, regardless of their independence.

If X and Y Are Independent Random Variables,which of the Following