Question: Let X 1 , X 2 , be an infinite sequence of independent, identically distributed, random variables with mean and variance 2 . We define

Let X₁, X₂, be an infinite sequence of independent, identically distributed, random variables with mean and variance ² . We define Y_n = X_n + X_n+1 + X_n+2, for n = 1, 2, . For each k 0, compute Cov(Y_n, Y_n+k ).

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