If X and Y Are Independent Random Variables,which of the Following

question 247

Multiple Choice

If X and Y are independent random variables,which of the following identities is false?

• A)Cov(X,Y)= 1
• B)Cov(X,Y)= 0
• C)E(X + Y)= E(X)+ E(Y)
• D)Var(X + Y)= Var(X)+ Var(Y)