hello everybody
what is happening when a co-variance of two random variable is zero but they are not independent?i mean that what is the relation between this two random variable?
look at the defintion of covariance...
if the variables are indepndent you know the joint pdf can be written $\displaystyle f_{X,Y}(x,y) = f_{X}(x) f_{Y}(y) $
so now assuming X & Y are not independent, what properties of the joinit pdf would lead to zero covariance?