Q4
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
AnswerAnswer: Option D
Solution
Answer: Option D
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