X and Y are two random variables that have the same distribution and they are not independent. True or false,


So I used the properties of Covariance and ended up with Var(X)-Var(Y)...Im not sure if this is equal to 0. If they tell you that the random variables are equally distributed, does this mean that they have the same parameters or that they simply follow a certain type of distribution (say Normal, Poisson, etc). Thanks in advance.


"$X$ and $Y$ have the same distribution" means literally that. For example, if $X$ is Poisson with mean $4$, then $Y$ is also Poisson with mean $4$. If $X$ is uniform over the values $\{1,4, 7\}$, then $Y$ is also uniform over those values. And so on.

In particular, $X$ and $Y$ have the same expectation, the same variance,...

| cite | improve this answer | |

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.