Suppose that random variables X and Y are defined on a sample space with only two elements. Suppose that Cov(X, Y ) = 0. Prove that X and Y are independent.
Added by Lisa S.
Step 1
Since the sample space has only two elements, let's denote them as a and b. Therefore, X and Y can take on two possible values each. Let's denote these as X(a), X(b) for X and Y(a), Y(b) for Y. Show more…
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