Here are two random variables that are uncorrelated but not independent. Let X and Y have the
Question:
a. Use the definition of independence on page 141 to show that X and Y are not independent (in fact
Y = |X|, so Y is actually a function of X).
b. Show that X and Y are uncorrelated.
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p (х,у) х y -1 1 1/3 1/3 1/3
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