To prove independence, P(x, y) = P(x)P(y) holds for all values, thus checking for dependence is easier
P(X = -1) = P(X = 1) = 1/2
E[X] = 0
Var(X) = 1
P(Y = -3) = P(Y = 3) = 1/2
E[X] = 0
Var(X) = 3^2
Process: fit a probability distribution to each class individually