試題詳解

248. Let X be a random variable that takes on the values –1, 0, and 1 with equal probabilities.
Let  Y=X² .
Which of the following is true?
(A) Cov(X, Y) ＞ 0； the random variables X and Y are dependent.
(B) Cov(X, Y) ＞ 0； the random variables X and Y are independent.
(C) Cov(X, Y) = 0； the random variables X and Y are dependent.
(D) Cov(X, Y) = 0； the random variables X and Y are independent.
(E) Cov(X, Y) ＜ 0； the random variables X and Y are dependent.