Let X and Y be 2 random variables with and all finite, and with and .

Prove that if and only if Cov

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- August 14th 2009, 04:28 AMMaccamanProbability, Expectation, Cov
Let X and Y be 2 random variables with and all finite, and with and .

Prove that if and only if Cov - August 14th 2009, 04:35 AMkobylkinkssolution
Use Cov(Y,X/Y)=E(Y*X/Y)-E(Y)*E(X/Y)=0. Because random variable Y*X/Y=X for all points except those where Y=0 the condition P(Y=0)=0

gives that E(X)=E(Y*X/Y). - August 15th 2009, 01:01 AMMaccaman
wow, that was surprisingly easy. Thanks for your help.