Let Θ ∼ Unif.([0, 2π]) and consider X = cos(Θ) and Y = sin(Θ).
Can you find E[X], E[Y], and E[XY]?
clearly, x and y are not independent
I think E[X] = E[Y] = 0 but how do you find E[XY]?
similarly E(Y) = 0
XY = sin *cos
period of sin = 2 pi , sin 2 = pi , hence integral is 0
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