Question: State whether the following are True or False with explanation: Let ( X , Y ) be jointly distributed random variables with joint pmf p

State whether the following are True or False with explanation:

  1. Let (X,Y) be jointly distributed random variables with joint pmf p(x,y) , where p(x,y)=g(x)+h(y) for some functions g and h. Then X and Y are independent.
  2. If X is a random variable, then E[X2]E[X]
  3. For events A and B, if P(AB)=P(A), then A and B are independent
  4. Let X1, X2,.... be a sequence of i.i.d random variables with mean . Then limnE[maxX1,X2,...,Xn]=. That is, the expected value of the largest value among X1,X2,....,Xn will approach .
  5. Let Y be a Geometric random variable. Then the conditional distribution of (Y1) given Y2 is equal to the distribution of Y.
  6. Let X and Y be jointly distributed random variables with finite variances, that satisfy Var(XY)=0. Then Cov(X,Y)=0.

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