Question: 6 Let X be the following discrete random variable: P(X = -1) = P(X = 0) = P(X = 1)=1/3 . Let Y= X

6 Let X be the following discrete random variable: P(X =

-1) = P(X = 0) = P(X = 1)=1/3

. Let Y=  X2. Show that cov(X, Y) = 0, but X and Y are not independent random variables.

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