It is easy to find a probability space (,F , P), together with two random variables having these distributions. For example, take  = {−1, 0, 1},F the set of all subsets of , P given by P(−1) = P(0) = P(1) = 1 3 , and X(ω) = ω, Y(ω) = |ω|. Then X and Y are dependent since P(X = 0, Y = 1) = 0