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If X and Y are independent random variables, which of the following identities is false? a. COV(X, Y) = 1 b. E(X + Y) =
If X and Y are independent random variables, which of the following identities is false?
a. COV(X, Y) = 1
b. E(X + Y) = E(X) + E(Y)
c. V(X + Y) = V(X) + V(Y)
d. All of these choices are true.
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