Hi,

I just want you expert to confirm something for me.

Suppose you have two random variables X and Y. Further suppose that f_{XY}(x,y) = g(x) where x and y are bounded, f_{XY}(x,y)= 0 elsewhere. That is f_{XY}(x,y) is just a function of x (or y). Does it follow that Cov (X,Y) = 0????