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Let (X, Y) denote a random vector, and let (X1, Y1), ..., (Xn, Yn) denote an i.i.d. sample of size n from (X, Y).

Let (X, Y) denote a random vector, and let (X1, Y1), ..., (Xn, Yn) denote an i.i.d. sample of size n from (X, Y). Suppose Var[X]

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