Which of the following statements are true and false? Prove the true
ones and give counterexamples for the false ones. Let X and Z be random variables.
(i) If X and Z are uncorrelated, then they are independent.
(ii) If X and Z are independent, then E[X2] = E[Z2].
(iii) If X and Z are correlated, they are also dependent.
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Which of the following statements are true and false? Prove the true ones and give counterexamples for the false ones. Let X and Z be random variables. (i) If X and Z are uncorrelated, then they are independent. (ii) If X and Z are independent, then E[X2]
3. Prove the statements that are true and give counterexamples to disprove those that are false. (a). Va,b,n E Z* , if a’ =b}(modn) then a =b(modn). (8 points) (b). If p> 2 and q> 2 are prime, then p? +q must be composite. (12 points)
Let X, Y, Z be random variables. Prove or disprove the following statements. (That means, you need to either write down a formal proof, or give a counterexample.) (a) If X and Y are (unconditionally) independent, is it true that X and Y are conditionally indepen- dent given Z? (b) If X and Y are conditionally independent given Z, is it true that X and Y are (unconditionally) independent?
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Let X1 and X2 be random variables, not necessarily independent. Show that E [X1 + X2] = E [X1] + E [X2]. You may assume that X1 and X2 are discrete with a joint probability mass function for this problem, while the above inequality is true also for continuous random variables.
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