Suppose two random variables, X and Y are independent, which statement is false? a) P(X∣Y)=P(X) b) P(X∪Y)=P(X)+P(Y) c) P(X∩Y)=P(X)⋅P(Y) d) Cov(X,Y)=0

Respuesta :

B is false, since by the inclusion/exclusion principle,

[tex]P(X\cup Y)=P(X)+P(Y)-P(X\cap Y)[/tex]

By independence, we have [tex]P(X\cap Y)=P(X)P(Y)[/tex], which is zero if either of [tex]P(X)[/tex] or [tex]P(Y)[/tex] is 0, which isn't guaranteed.

Using probability of independent events, it is found that the false statement is:

[tex]P(X \cup Y) = P(X) + P(Y)[/tex]

Which is option b.

If two events, X and Y, are independent, the probability of both happening is the multiplication of the probabilities of each happening, that is:

[tex]P(X \cap Y) = P(X)P(Y)[/tex]

Additionally, the probability of at least one happening is:

[tex]P(X \cup Y) = P(X) + P(Y) + P(X \cap Y)[/tex]

Since [tex]P(X \cap Y) = P(X)P(Y)[/tex]

[tex]P(X \cup Y) = P(X) + P(Y) + P(X)P(Y)[/tex]

Which means that statement b is false.

A similar problem is given at https://brainly.com/question/24174994