Question: Let X1 and X2 be random variables which are identically distributed but NOT independent, with E(X1) = E(X2) = 2, E(X) = E(X) =

Let X1 and X2 be random variables which are identically distributed but

Let X1 and X2 be random variables which are identically distributed but NOT independent, with E(X1) = E(X2) = 2, E(X) = E(X) = 40, and E(X1X2) = 0. a) (2pts) Calculate the variances V(X) and V(X2) b) (3pts) Calculate the covariance Cov(X1, X2) c) (2pts) Define a random variable Y = X - X and calculate the expected value E(Y) d) (3pts) Calculate the variance V(Y)

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