I'm new to proofing and advanced maths, so I need help with this task:
given two random variables X & Y, where:
Y = -X if -c <= X <= c
Y = X if X is not in the interval [-c,c]
show that c can be chosen so that Cov(X,Y) = 0, but that the two random variables are dependent.
I can see the variables are clearly dependent, but I find it really hard to find the c value. Can anyone help?