I want to devise two discrete random variables X and Y with the given expectations $E(X)=10$ and $E(Y)=20$, that are uncorellated ($E(XY)=200$), but dependent. Is there an easy distribution for that? I'm trying to tweak the classic $P(X=-1, Y=0)=P(X=1,Y=0)=P(X=0,Y=-1)=P(X=0,Y=1)=0.25$ and keep getting it wrong...
Simple examples of uncorrelated but not independent $X$ and $Y$