[STEM RECONSTRUCTED - not from source; see flags] Suppose and are independent random variables with . Which of the following is true?
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4 marks, −1StatisticsJoint distributions, covariance and correlationCovariance and its propertiesModerateabout 2 min
DSE 2021 Question 46: Joint distributions, covariance and correlation
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[STEM RECONSTRUCTED - not from source; see flags] Suppose X and Y are independent random variables with E[Y] = 0. Which of the following is true? (A) E[Y] = 0 but E[YX] ≠ 0 (B) E[Y] = 0, E[YX] = 0 but E[YX²] ≠ 0 (C) E[Y] = 0, E[YX] = 0 and E[YX²] = 0 (D) E[Y] = 0, E[YX] = 0, E[YX²] = 0 and E[(YX)²] = 0
Joint distributions, covariance and correlation has come up 61 times in 7 exams since 2005.
What this question tests
This question is on Covariance and its properties, part of Joint distributions, covariance and correlation in Statistics.
How two variables move together and how covariance combines.
TestStop has 9 past-paper questions on this subtopic.
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Question from the DSE 2021 paper. Solutions are TestStop's own. Not affiliated with or endorsed by any examination authority.