9- We stated in the class that the two random variable Y and X are independent if FxY (y, x) = Fy (y) Fx(x) In terms of conditional expectation Y and X are independent if E(Y[ X) = E(Y) (1) Show that if Y and X are independent (i.e., equation 1 above holds) then Cov(Y,X)=0. To show this first assume that E(Y)=E(X)=0. Second use Cov(Y,X)=E[(Y-E(Y))(X-E(X))]. Third use the law of iterated expectations. For any two random variables A and B, E[E(Y [X) ] = E(Y)