bivariate analysis

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# bivariate analysis

Submitted by anirban_mandal on Mon, 02/01/2010 - 16:24

Forums:

suppose we are given two random variables X and Y.

how can we prove the following proposition:-

If Cov(X,Y)=0 , X and Y are independent if and only if each of X and Y take oat most two distinct values.

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## Versions

(v1) by anirban_mandal 2010-02-01

## Re: bivariate analysis

not true. If X and Y are normally distributed, then Cov(X,Y)=0 is equivalent to independence. There may be other examples.