quizzes: covariance

Question: What does a covariance of zero between two random variables and indicate?
A) and are independent.
B) and are uncorrelated.
C) and are dependent.
D) and have the same variance.

Question: If , what does this indicate about the relationship between and ?
A) As increases, tends to decrease.
B) As increases, tends to increase.
C) There is no relationship between and .
D) and are independent.

Question: What is the covariance of a random variable with itself?
A)
B)
C)
D)

Question: Given random variables and with , , , what is ?
A) 1
B) 2
C) 3
D) 4

Answer: D) 4

Question: If and are independent random variables, what is ?
A) 0
B)
C)
D)

Question: If and are constants, what is ?
A)
B)
C)
D)

Question: For random variables and , if , what can we infer about and ?
A) and are independent.
B) and have no linear relationship.
C) and have the same variance.
D) and are equal.