Question: Exercise 1.6 Show that if Y is a random vector and if E(Y) = 0 and Cov(Y) = 0, then Pr[Y = 0] = 1.

Exercise 1.6 Show that if Y is a random vector and if E(Y) = 0 and Cov(Y) = 0, then Pr[Y = 0] = 1.

Hint: For a random variable w with Pr[w ≥ 0] = 1 and k > 0, show that Pr[w ≥

k] ≤ E(w)/k. Apply this result to YY.

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