Suppose that X and Y are two random variables, which may be dependent, and Var(X) = Var(Y).

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Suppose that X and Y are two random variables, which may be dependent, and Var(X) = Var(Y). Assuming that 0 < Var(X + Y) < ∞ and 0 < Var(X − Y)< ∞, show that the random variables X + Y and X − Y are uncorrelated.

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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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Question Posted: Nov 25, 2015 03:34 AM

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Suppose that X and Y are two random variables, which may be dependent, and Var(X) = Var(Y).

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