Question: Xn is an iid random sequence with expected value E[Xn] = X and variance Var[Xn] = 2X. What is the auto-covariance CX[m, k]?

Xn is an iid random sequence with expected value E[Xn] = μX and variance Var[Xn] = σ2X. What is the auto-covariance CX[m, k]?

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