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We are given random variables X and Y independent and uniform on the interval [0,10]. Now I want to calculate Covariance of X and Y given that $X+Y<10$.

But isnt because of independence the covariance just zero?

Mikey Spivak
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    You're not asked to calculate the covariance of $X$ and $Y$, rather the coditional covariance. $X$ and $Y$ are independent, but conditioned on $X+Y<10$ they are not. – Robert Israel May 11 '18 at 23:03

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