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Let X and Y be two independent random variables. Which one of the relations between expectation (n), variance (Var) and covariance (Cov) given below is FALSE?
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- E (XY) = E(X) E(Y)
- Coy (X, Y) = 0
- Var (X+ Y) = Var (X) + Var (Y)
- E(X² Y²) = (E (X))² (E (Y))²
Correct Option: D
X and Y are independent
∴ (a), (b), (c) are true
Only (d) is odd one
