Computer Sciences > GATE 2021 SET-1 > Probability
Consider the two statements.
S1: There exist random variables X and Y such that (E[(X − E(X))(Y − E(Y))])2 > Var[X]Var[Y]
S2: For all random variables X and Y, Cov[X, Y] = E[|X − E[X]||Y − E[Y]|]
Which one of the following choices is correct?
A
Both S1 and S2 are true.
B
S1 is true, but S2 is false.
C
S1 is false, but S2 is true.
D
Both S1 and S2 are false.

Correct : d

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