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Question 12284: Zero Covariance Can Coexist with Dependence

On this page
  1. Original question and givens
  2. Definition and scope
  3. Step-by-step derivation
  4. Reverse checks
  5. Result
  6. This question review and source binding

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R0023-12284 · q-20261013-advance-20261026-r05-covariance-0084

Original question and givens

Take X uniformly on [−scale,0,scale] for nonzero positive scale=9, and Y=X² on that same finite space. Give (scale,covariance,joint_zero=P(X=0,Y=0),product_zero=P(X=0)P(Y=0),zero_covariance?,dependent?,zero-covariance-but-dependent). Use exact reduced rational outputs with positive denominators; omit /1 for integers.

  • G001 — Take X uniformly on [−scale,0,scale] for nonzero positive scale=9, and Y=X² on that same finite space. Give (scale,covariance,joint_zero=P(X=0,Y=0),product_zero=P(X=0)P(Y=0),zero_covariance?,dependent?,zero-covariance-but-dependent). Use exact reduced rational outputs with positive denominators; omit /1 for integers.

Definition and scope

Use the original question domain, assumptions and cited MKO definitions. This item has second-context mathematical and bilingual review, with the model, answer and every arithmetic step independently recomputed from the original parameters; the source question remains a candidate.

Step-by-step derivation

S001 · calculation

Before

zero covariance scale squared := mul(9, 9)

After

zero covariance scale squared = 81

Conditions: none

Compute exactly from the specified source roles and established intermediates,without substituting models,reordering pairings or comparing rounded values.

Step identifiers and dependencies

Rule: exact_rational_arithmetic · Uses: G001

S002 · calculation

Before

joint law total mass := sum(1/3, 1/3, 1/3)

After

joint law total mass = 1

Conditions: none

Compute exactly from the specified source roles and established intermediates,without substituting models,reordering pairings or comparing rounded values.

Step identifiers and dependencies

Rule: exact_rational_arithmetic · Uses: G001, S001

S003 · implies

Before

original distinct joint pairs=[[-9, 81], [0, 0], [9, 81]];raw aligned masses=[[1, 3], [1, 3], [1, 3]]

After

normalized aligned masses=[1/3, 1/3, 1/3];nonnegative=Yes;total=1

Conditions: none

Use the complete original joint table on one common probability space,preserving order,pairing and zero masses.Covariance requires nonnegative masses with exact total1.

Step identifiers and dependencies

Rule: qualify_whole_joint_law_preserve_alignment · Uses: G001, S002

S004 · calculation

Before

original atom0 weighted X := mul(1/3, -9)

After

original atom0 weighted X = -3

Conditions: none

Compute exactly from the specified source roles and established intermediates,without substituting models,reordering pairings or comparing rounded values.

Step identifiers and dependencies

Rule: exact_rational_arithmetic · Uses: G001, S003

S005 · calculation

Before

original atom0 weighted Y := mul(1/3, 81)

After

original atom0 weighted Y = 27

Conditions: none

Compute exactly from the specified source roles and established intermediates,without substituting models,reordering pairings or comparing rounded values.

Step identifiers and dependencies

Rule: exact_rational_arithmetic · Uses: G001, S004

S006 · calculation

Before

original atom0 XY := mul(-9, 81)

After

original atom0 XY = -729

Conditions: none

Compute exactly from the specified source roles and established intermediates,without substituting models,reordering pairings or comparing rounded values.

Step identifiers and dependencies

Rule: exact_rational_arithmetic · Uses: G001, S005

S007 · calculation

Before

original atom0 weighted XY := mul(1/3, -729)

After

original atom0 weighted XY = -243

Conditions: none

Compute exactly from the specified source roles and established intermediates,without substituting models,reordering pairings or comparing rounded values.

Step identifiers and dependencies

Rule: exact_rational_arithmetic · Uses: G001, S006

S008 · calculation

Before

original atom1 weighted X := mul(1/3, 0)

After

original atom1 weighted X = 0

Conditions: none

Compute exactly from the specified source roles and established intermediates,without substituting models,reordering pairings or comparing rounded values.

Step identifiers and dependencies

Rule: exact_rational_arithmetic · Uses: G001, S007

S009 · calculation

Before

original atom1 weighted Y := mul(1/3, 0)

After

original atom1 weighted Y = 0

Conditions: none

Compute exactly from the specified source roles and established intermediates,without substituting models,reordering pairings or comparing rounded values.

Step identifiers and dependencies

Rule: exact_rational_arithmetic · Uses: G001, S008

S010 · calculation

Before

original atom1 XY := mul(0, 0)

After

original atom1 XY = 0

Conditions: none

Compute exactly from the specified source roles and established intermediates,without substituting models,reordering pairings or comparing rounded values.

Step identifiers and dependencies

Rule: exact_rational_arithmetic · Uses: G001, S009

S011 · calculation

Before

original atom1 weighted XY := mul(1/3, 0)

After

original atom1 weighted XY = 0

Conditions: none

Compute exactly from the specified source roles and established intermediates,without substituting models,reordering pairings or comparing rounded values.

Step identifiers and dependencies

Rule: exact_rational_arithmetic · Uses: G001, S010

S012 · calculation

Before

original atom2 weighted X := mul(1/3, 9)

After

original atom2 weighted X = 3

Conditions: none

Compute exactly from the specified source roles and established intermediates,without substituting models,reordering pairings or comparing rounded values.

Step identifiers and dependencies

Rule: exact_rational_arithmetic · Uses: G001, S011

S013 · calculation

Before

original atom2 weighted Y := mul(1/3, 81)

After

original atom2 weighted Y = 27

Conditions: none

Compute exactly from the specified source roles and established intermediates,without substituting models,reordering pairings or comparing rounded values.

Step identifiers and dependencies

Rule: exact_rational_arithmetic · Uses: G001, S012

S014 · calculation

Before

original atom2 XY := mul(9, 81)

After

original atom2 XY = 729

Conditions: none

Compute exactly from the specified source roles and established intermediates,without substituting models,reordering pairings or comparing rounded values.

Step identifiers and dependencies

Rule: exact_rational_arithmetic · Uses: G001, S013

S015 · calculation

Before

original atom2 weighted XY := mul(1/3, 729)

After

original atom2 weighted XY = 243

Conditions: none

Compute exactly from the specified source roles and established intermediates,without substituting models,reordering pairings or comparing rounded values.

Step identifiers and dependencies

Rule: exact_rational_arithmetic · Uses: G001, S014

S016 · calculation

Before

original E_X := sum(-3, 0, 3)

After

original E_X = 0

Conditions: none

Compute exactly from the specified source roles and established intermediates,without substituting models,reordering pairings or comparing rounded values.

Step identifiers and dependencies

Rule: exact_rational_arithmetic · Uses: G001, S015

S017 · calculation

Before

original E_Y := sum(27, 0, 27)

After

original E_Y = 54

Conditions: none

Compute exactly from the specified source roles and established intermediates,without substituting models,reordering pairings or comparing rounded values.

Step identifiers and dependencies

Rule: exact_rational_arithmetic · Uses: G001, S016

S018 · calculation

Before

original E_XY := sum(-243, 0, 243)

After

original E_XY = 0

Conditions: none

Compute exactly from the specified source roles and established intermediates,without substituting models,reordering pairings or comparing rounded values.

Step identifiers and dependencies

Rule: exact_rational_arithmetic · Uses: G001, S017

S019 · calculation

Before

original product of means := mul(0, 54)

After

original product of means = 0

Conditions: none

Compute exactly from the specified source roles and established intermediates,without substituting models,reordering pairings or comparing rounded values.

Step identifiers and dependencies

Rule: exact_rational_arithmetic · Uses: G001, S018

S020 · calculation

Before

original covariance := sub(0, 0)

After

original covariance = 0

Conditions: none

Compute exactly from the specified source roles and established intermediates,without substituting models,reordering pairings or comparing rounded values.

Step identifiers and dependencies

Rule: exact_rational_arithmetic · Uses: G001, S019

S021 · implies

Before

original:E_X=0;E_Y=54;E_XY=0

After

Cov=E_XY-E_X*E_Y=0

Conditions: none

All three expectations use the same atoms and masses.Do not mix marginal models or assume independence.

Step identifiers and dependencies

Rule: covariance_same_joint_three_moments · Uses: G001, S020

S022 · calculation

Before

joint zero event mass := sum(1/3)

After

joint zero event mass = 1/3

Conditions: none

Compute exactly from the specified source roles and established intermediates,without substituting models,reordering pairings or comparing rounded values.

Step identifiers and dependencies

Rule: exact_rational_arithmetic · Uses: G001, S021

S023 · calculation

Before

X zero marginal mass := sum(1/3)

After

X zero marginal mass = 1/3

Conditions: none

Compute exactly from the specified source roles and established intermediates,without substituting models,reordering pairings or comparing rounded values.

Step identifiers and dependencies

Rule: exact_rational_arithmetic · Uses: G001, S022

S024 · calculation

Before

Y zero marginal mass := sum(1/3)

After

Y zero marginal mass = 1/3

Conditions: none

Compute exactly from the specified source roles and established intermediates,without substituting models,reordering pairings or comparing rounded values.

Step identifiers and dependencies

Rule: exact_rational_arithmetic · Uses: G001, S023

S025 · calculation

Before

zero event product of marginal masses := mul(1/3, 1/3)

After

zero event product of marginal masses = 1/9

Conditions: none

Compute exactly from the specified source roles and established intermediates,without substituting models,reordering pairings or comparing rounded values.

Step identifiers and dependencies

Rule: exact_rational_arithmetic · Uses: G001, S024

S026 · implies

Before

X uniform on [-9, 0, 9];Y=X^2;Cov=0;P(X=0,Y=0)=1/3

After

P(X=0)*P(Y=0)=1/9;different=Yes

Conditions: none

Symmetry makes E[X] and E[XY] zero,hence zero covariance.Independence requires factorization for every event pair;the zero events with1/3≠1/9 give one exact refutation.

Step identifiers and dependencies

Rule: zero_covariance_explicit_independence_counterevent · Uses: G001, S025

Reverse checks

  • S026 · premise_and_result_audit — Check against the original data and this step's premises; a one-way implication is not an equivalence.
  • S025 · premise_and_result_audit — Recompute zero event product of marginal masses with exact rational arithmetic, not rounded decimals.
  • S024 · premise_and_result_audit — Recompute Y zero marginal mass with exact rational arithmetic, not rounded decimals.
  • S023 · premise_and_result_audit — Recompute X zero marginal mass with exact rational arithmetic, not rounded decimals.
  • S022 · premise_and_result_audit — Recompute joint zero event mass with exact rational arithmetic, not rounded decimals.
  • S021 · premise_and_result_audit — Check against the original data and this step's premises; a one-way implication is not an equivalence.
  • S020 · premise_and_result_audit — Recompute original covariance with exact rational arithmetic, not rounded decimals.
  • S019 · premise_and_result_audit — Recompute original product of means with exact rational arithmetic, not rounded decimals.
  • S018 · premise_and_result_audit — Recompute original E_XY with exact rational arithmetic, not rounded decimals.
  • S017 · premise_and_result_audit — Recompute original E_Y with exact rational arithmetic, not rounded decimals.
  • S016 · premise_and_result_audit — Recompute original E_X with exact rational arithmetic, not rounded decimals.
  • S015 · premise_and_result_audit — Recompute original atom2 weighted XY with exact rational arithmetic, not rounded decimals.
  • S014 · premise_and_result_audit — Recompute original atom2 XY with exact rational arithmetic, not rounded decimals.
  • S013 · premise_and_result_audit — Recompute original atom2 weighted Y with exact rational arithmetic, not rounded decimals.
  • S012 · premise_and_result_audit — Recompute original atom2 weighted X with exact rational arithmetic, not rounded decimals.
  • S011 · premise_and_result_audit — Recompute original atom1 weighted XY with exact rational arithmetic, not rounded decimals.
  • S010 · premise_and_result_audit — Recompute original atom1 XY with exact rational arithmetic, not rounded decimals.
  • S009 · premise_and_result_audit — Recompute original atom1 weighted Y with exact rational arithmetic, not rounded decimals.
  • S008 · premise_and_result_audit — Recompute original atom1 weighted X with exact rational arithmetic, not rounded decimals.
  • S007 · premise_and_result_audit — Recompute original atom0 weighted XY with exact rational arithmetic, not rounded decimals.
  • S006 · premise_and_result_audit — Recompute original atom0 XY with exact rational arithmetic, not rounded decimals.
  • S005 · premise_and_result_audit — Recompute original atom0 weighted Y with exact rational arithmetic, not rounded decimals.
  • S004 · premise_and_result_audit — Recompute original atom0 weighted X with exact rational arithmetic, not rounded decimals.
  • S003 · premise_and_result_audit — Check against the original data and this step's premises; a one-way implication is not an equivalence.
  • S002 · premise_and_result_audit — Recompute joint law total mass with exact rational arithmetic, not rounded decimals.
  • S001 · premise_and_result_audit — Recompute zero covariance scale squared with exact rational arithmetic, not rounded decimals.

Result

(9, 0, 1/3, 1/9, Yes, Yes, zero-covariance-but-dependent)

The full substitutions and premise checks give the original answer; source identity,format and status are unchanged.

This question review and source binding

Review date: 2026-10-26

Original questions, answers, step expressions, numeric ASTs and historical records are retained. Source candidate labels remain historical and are not overwritten as formal proof.

Source hashes and review receipts
  • input commit: 0f7be61e2c22317a4075561dc822c87d881a50db
  • original question SHA-256: 8ef3790e3a5893336cead7fae66d01fcfc74763e2a7814738eb77fea7a4f863b
  • candidate record SHA-256: 03dcccdaa4e007a65d48f1238812b498b8a1e4dc75fd319908706072c7fd6a0a
  • semantic review receipt SHA-256: f783e81f44ff0faa13dbf948657e9187244a59a809ebdf96f22cca24966649ff
  • question-first witness SHA-256: 49a50ed0550be55124d6562260c2ccf4fa6d3f316d7ad9d0d32174400e362e18
  • Lean: NOT_RUN · human review: NOT_PERFORMED
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