=+21.10. (a) Show that uncorrelated variables need not be independent. (b) Show that Var[E; , X,] =

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=+21.10.

(a) Show that uncorrelated variables need not be independent.

(b) Show that Var[E; , X,] = Ef ,-, Cov[X ,, X,] = E"_ , Var[ X,] +

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