(i) For two r.v.s with finite second moments, it follows that, if X and y are independent, then they are uncorrelated (i.e., ((X, Y) = 0, or equivalently, Cov (X, Y) = 0). Justify this statement.
(ii) For the case that r.v.s X and Y have the Bivariate Normal distribution, use Exercise 14(iii) in Chapter 9 in order to show that, if X and Y are uncorrelated, then they are independent?