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Let X1, . . . be independent with common mean and common variance ^2 , and set Yn = Xn + Xn+1 + Xn+2. For

Let X1, . . . be independent with common mean and common variance ^2 , and set Yn = Xn + Xn+1 + Xn+2. For j 0 find cov(Yn, Yn+j ).

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