Question
For the following statements, either provide a proof that it is true in all cases or construct a counter example: (a) If X and Y
For the following statements, either provide a proof that it is true in all cases or construct a counter example:
(a) If X and Y are jointly distributed random variables with Cov(X, Y ) = 0, then X and Y must be independent.
(b) V ar(X + Y ) V ar(X Y )
(c) If X and Y are independent then V ar(X + Y ) = V ar(X Y ).
(d) Let Y be a binomial random variable with n trials and py probability of success. Let X be another binomial random variable with m trials and px probability of success on each trial. If m > n and E[X] = E[Y ] then V ar(X) > V ar(Y ).
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