Question: Consider two random variables X and Y. Suppose that Y takes on k values y1, . . . , yk and that X takes on

Consider two random variables X and Y. Suppose that Y takes on k values y1, . . . , yk and that X takes on / values x1, . . . , xl.
E-Pr(Y y,lX= x,) Pr(X = x,).

(b) Use your answer to (a) to verify Equation (2.19).
(c) Suppose that X and Y are independent. Show that σXY = 0 and corr(X, Y) = 0.

E-Pr(Y y,lX= x,) Pr(X = x,).

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