alleryStart learning →For two independent random variables X and Y
AX and Y must have the same distribution
BE[XY] = E[X] · E[Y]
CVar[X + Y] equals Var[X] · Var[Y]
DE[X + Y] equals E[X] · E[Y]
Answer & Solution
Correct answer: B. E[XY] = E[X] · E[Y]
Independence implies E[XY] = E[X]·E[Y] and Var[X + Y] = Var[X] + Var[Y] (additive, not multiplicative).
Same-distribution is unrelated to independence.
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