Question: Suppose that X0, X1, . . . , Xn are independent random variables, each having the same variance 2. Let Yj = Xj Xj1

Suppose that X0, X1, . . . , Xn are independent random variables, each having the same variance σ2. Let Yj = Xj − Xj−1 for j = 1, . . . , n, and let n = 1/n. Determine the value of Var(Yn).

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