3. Independence is a stronger condition that uncorrelated: Recall that X , Y are called uncorrelated if E ( X Y ) = E ( X ) E ( Y ) ; they are called independent if P ( X = x , Y = y ) = P ( X = x ) P ( Y = y ) for all x , y . Let X have a Bernoulli ( 1/2 ) distribution; P ( X = 1 ) = P ( X = 0 ) = 1/2 . Let Z have the distribution P ( Z = 1 ) = P ( Z = 1 ) = 1/2 . Let Y = XZ . Show that X and Y are not independent but are uncorrelated. .