If X and Y are independent random variables,which of the following identities is false?
A)COV(X,Y)= 1
B)E(X + Y)= E(X)+ E(Y)
C)V(X + Y)= V(X)+ V(Y)
D)All of these choices are true.

Question

Quizplus · Accepted Answer

If X and Y are independent random variables, then COV(X, Y) = 0, not equal to 1. The covariance of two independent random variables is always zero. Therefore, option A is false. Options B and C are true because of the linearity of expectation and variance properties, respectively, for independent random variables. Option D is incorrect, as A is false.

If X and Y Are Independent Random Variables,which of the Following