Allied & ICAR Exam Bank • ALLIED_2738 MCQ • 1 Mark

Section 1: Engineering Mathematics

Probability and Statistics

Subtopic: Random variables

Question Statement:

If $X$ and $Y$ are independent random variables, then their covariance $\text{Cov}(X, Y)$ is:

Options:

  • (A) $0$
  • (B) $1$
  • (C) $\text{Var}(X) \text{Var}(Y)$
  • (D) $\infty$

Answer Key:

A

Step-by-Step Solution & Explanation

Independence implies $E[X Y] = E[X] E[Y]$, so $\text{Cov}(X, Y) = E[X Y] - E[X]E[Y] = 0$.
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