Collineation, covariance - X and Y are independent, then Cov(X, Y ) = 0

kubajz42

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Nov 10, 2014
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Hello,
I am solving a problem with collineation and covariance. One of sentences says:

if X and Y are independent, then Cov(X, Y ) = 0.

this statement is in regular meaning. Do you know some example where this isn't true :)

Thank you for your response :)
 
I'm not sure what you mean by "collineation" but "cov(X, Y)= 0" is pretty much the definition of "X and Y independent". The fact the, say is true does not change the probability that the other is true.
 
I'm not sure what you mean by "collineation" but "cov(X, Y)= 0" is pretty much the definition of "X and Y independent". The fact the, say is true does not change the probability that the other is true.
Almost but not quite (and I know this only because I had to go reading). Example given was Y=X2 for which the covariance is zero and dependence is non-linear. The co-variance is a linear measure.

Still need to read some more to comment on problem if I get that far.
 
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