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The joint probability mass function PX,Y of the random variables X and Y is as given in the following table :

PX,Y(x, y)Y = 1Y = 2Y = 3Y = 4PX(x)
X = 10.020.040.060.080.20
X = 20.030.060.090.120.30
X = 30.050.100.150.200.50
PY(y)0.100.200.300.40

Then, which of the following statements is true ?

  • A.\(E(Y) \lt E(X)\)
  • B.\(P(X \gt 2, Y \gt 2) = 1 - P(X \le 2, Y \le 3)\)
  • C.X and Y are uncorrelated
  • D.X and Y are positively correlated

Answer: C

X and Y are uncorrelated.

Every cell of the table equals the product of its marginals: \(0.02 = 0.20 \times 0.10\), \(0.06 = 0.30 \times 0.20\), \(0.15 = 0.50 \times 0.30\), and so on for all twelve cells. So X and Y are independent, and independent variables have zero covariance, hence are uncorrelated (and not positively correlated).

The means are \(E(X) = 0.2 + 0.6 + 1.5 = 2.3\) and \(E(Y) = 0.1 + 0.4 + 0.9 + 1.6 = 3.0\), so \(E(Y) \lt E(X)\) is false. And \(P(X \gt 2, Y \gt 2) = 0.15 + 0.20 = 0.35\), while \(1 - P(X \le 2, Y \le 3) = 1 - 0.30 = 0.70\), so the stated identity fails.

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