For each question, either explain why the statement is true or give a counterexample to the statement. You must explain your reasoning.

• a) Let X₁, X₂,... be a sequence of iid random variables with mean . Then: lim_{n -> infinity}E[ max{ X₁, X₂, ... , X_n} ] = . That is, the expected value of the largest value among X₁,...,X_nwill approach . (T/F?)
• b) Let Y be a Geometric random variable. Then the conditional distribution of (Y 1) given Y 2 is equal to the distribution of Y. (T/F?)
• c) Let X and Y be jointly distributed random variables with finite variances, that satisfy Var( X | Y ) = 0. Then Cov(X,Y) = 0. (T/F?)