# Covariance

• September 4th 2008, 06:03 PM
dexza666
Covariance
Let
X be a random variable taking the values ±1 and ±2 with equal probability. Let Y = X^2.

How do i calculate the Cov(X,Y)?
i'm not sure which formula to use because ive tried Cov(X,Y) = E(XY)-(E(X)E(Y))
but that equals 0

• September 4th 2008, 06:09 PM
dexza666
i think i might of figured this one out the covariance is 0 because the random variables are independent?
• September 4th 2008, 10:08 PM
Moo
Quote:

Originally Posted by dexza666
i think i might of figured this one out the covariance is 0 because the random variables are independent?

Yes !

$\text{X and Y are independent } \Longleftrightarrow \text{ cov}(X,Y)=0$

But here, I'm not sure they're independent... you gotta prove it !