Question 6 1 pts Which of the following statements is FALSE? O Let X be a random variable with PDF fx (r) defined onT e (-90, 90). Then, we necessarily have P (X = 0) = fx (0). O If two random variables are independent, then their covariance is zero. The covariance between two random variables can be negative, positive, or zero. O If random variable W follows a normal distribution with mean 2 and variance 4. then random variable Z = W-2 has mean 0 and variance 1