Question: LetX andY be random variables with finite expected values and variances. 1. If Var(X + Y) = Var(X) + Var(Y) then X and Y are
LetX andY be random variables with finite expected values and variances.
1. If Var(X + Y) = Var(X) + Var(Y) then X and Y are independent
2. If X and Y are independent then Var(X + Y) = Var(X) + Var(Y)
Are these two statements all correct? And why?
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