\"Is it true that if there are two random variables such that E(xy)=E(x)E(y) then they must be independent?\" To show that this is not true, take x to be uniform over [-1,1]. Find a variable y so that x and y are not independent (justify by calculation that they are not independent), but E(xy)=E(x)E(y) Solution http://www.stat.cmu.edu/~cshalizi/36-220/lecture-6.pdf.