a) Show that, for uncorrelated rv’s, the expected value of the product is equal to the product of the expected values (by definition, X and Y are uncorrelated if f) You have seen that the moment...

a) Show that, for uncorrelated rv’s, the expected value of the product is equal to the product of the expected values (by definition, X and Y are uncorrelated if

f) You have seen that the moment generating function of a sum of independent rv’s is equal to the product of the individual moment generating functions. Give an example where this is false if the variables are uncorrelated but dependent.