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"Is it true that if there are two random variables such that E(xy)=E(x)E(y) then they must be
independent?"
To show that this is not true, take x to be uniform over [-1,1]. Find a variable y so that x and y
are not independent (justify by calculation that they are not independent), but E(xy)=E(x)E(y)
Solution
http://www.stat.cmu.edu/~cshalizi/36-220/lecture-6.pdf

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  • 1. "Is it true that if there are two random variables such that E(xy)=E(x)E(y) then they must be independent?" To show that this is not true, take x to be uniform over [-1,1]. Find a variable y so that x and y are not independent (justify by calculation that they are not independent), but E(xy)=E(x)E(y) Solution http://www.stat.cmu.edu/~cshalizi/36-220/lecture-6.pdf