Let X1, X2, and X3 be uncorrelated random variables, each with mean and variance 2. Find,

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Let X1, X2, and X3 be uncorrelated random variables, each with mean μ and variance σ2. Find, in terms of μ and σ2, Cov(X1 + X2, X2 + X3) and Cov(X1 + X2, X1 - X2).
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Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

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