Suppose that X1, , Xn are random variables for which Var(Xi) has the same value 2 for i 1, , n and (Xi, Xj) has the same value for every pair of values i and j such that I j Prove that 1 n 1

Question: Suppose that X1, . . . , Xn are random variables for which Var(Xi) has the same value 2 for i = 1, . .

Suppose that X1, . . . , Xn are random variables for which Var(Xi) has the same value σ2 for i = 1, . . . , n and ρ(Xi, Xj) has the same value ρ for every pair of values i and j such that I ≠ j . Prove that ρ ≥ − 1/n − 1.

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