Question: Please help me find the correlation coefficient between the r.v.s A and B where A = X1 + X2 and B=X1-X2. Assume X1 and X2
Please help me find the correlation coefficient between the r.v.s A and B where A = X1 + X2 and B=X1-X2. Assume X1 and X2 to be uncorrelated r.v.s. I am supposed to leave my answer in terms of the variances of X1 and X2.
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