We know from class that two random variables independent of each other are also uncorrelated. However, the opposite is not true in general: two uncorrelated random variables can be dependent. Consider a pair of random variables (X, Y ) with joint pmf given by y p(x, y) 0 1 −1 1 3 0 x 0 0 1 3 1 1 3 0 Show that X and Y are uncorrelated, but not independent. (Justify every step of computation.)