In this problem, there is a given f(x) (continuous case)

and they say that U=X and v=X²

the first question is

a)find that Cov(U,V) = 0 which is easily done

then,

b)show that U and V are DEPENDANT.

Now I know that if U and V and independant, Cov(U,V) = 0

although the converse is not true.

But now, how do I show that U and V are dependant?