Question: Prove formula (14.14) showing first that for i = j Var(IAi ) = mn (m + n)2 and Cov(IAi , IAj ) = mn

Prove formula (14.14) showing first that for i = j Var(IAi ) = mn

(m + n)2 and Cov(IAi , IAj ) = − mn

(m + n)2(m + n − 1).

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