Let $X$ and $Y$ be two random variables. The relationship $E (X Y) = E (X) \cdot E (Y)$ holds

Always

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E (X + Y) = E (X) + E (Y)

is true

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X

and

Y

are independent

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X

can be obtained from

Y

by a linear transformation

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Solution

The correct option is D If $X$ and $Y$ are independent
We know that the relationship
$E (X Y) = E (X) \cdot E (Y)$
holds, when $X$ and $Y$ are independent variables.

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