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Let X 1 , X 2 , be an infinite sequence of independent, identically distributed, random variables with mean and variance 2 . We define

Let X1, X2, be an infinite sequence of independent, identically distributed, random variables with mean and variance 2 . We define Yn = Xn + Xn+1 + Xn+2, for n = 1, 2, . For each k 0, compute Cov(Yn, Yn+k ).

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