2.4.5 Let X and Y be jointly distributed random variables whose joint probability mass function is given in the following table:

Show that the covariance between X and Y is zero even though X and Y are not independent.

Transcribed Image Text:

-1 -1 x 0 1 27 -19 - 0 2 y 0 1 67 -19 0 20 0 p(x, y) Pr{X=x, Y=y}