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The two random variable X and Y are uncorrelated if and only if their covariance is

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  1. 0
  2. 1
  3. -1
  4. infinity

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Option 1 : 0
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Two random variables are said to be uncorrelated if their covariance is zero.

Now,

where  and 

Thus,  

Using, the property of expectation that  we have,

For uncorrelated variables, 

Thus, for variables to be uncorrelated 

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