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Events (or random variables) are independent when information on some of them tells you nothing about the probability of occurrence (/ distribution) of the others. Please DO NOT use this tag for independent variable use [predictor] instead.

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Help in example for Covariance zero doesn't always imply independence

I have the following example for which I need help. Suppose we first sample a real number x from a uniform distribution over the interval [−1, 1]. We next sample a random variable s. With probability …
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