It is known that when random variables X and Y independent, cov(X,Y)=0. However, inverse is not true. Show that, by an example, that we can have cov(X,Y)=0 and X and Y are not independent.
It is known that when random variables X and Y independent, cov(X,Y)=0. However, inverse is not true. Show that, by an example, that we can have cov(X,Y)=0 and X and Y are not independent.