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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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).
Last edited by kobylkinks; August 14th 2009 at 05:58 AM.
wow, that was surprisingly easy. Thanks for your help.
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