MCQOPTIONS
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| 1. |
Let X and Y be two independent random variables. Which one of the relations between expectation (E), variance (Var) and covariance (Cov) given below is FALSE? |
| A. | E(XY) = E(X) E(Y) |
| B. | Cov(X, Y) = 0 |
| C. | Var (X + Y) = Var (X) + Var(Y) |
| D. | E(X2Y2) = (E(X))2 (E(Y))2 |
| Answer» E. | |