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Question Suppose X j = Z, ZJ-_1, where j = 1, 2, ..., n and Z0, Z1, Z2, . . . , Z, are independent

Question Suppose X j = Z, ZJ-_1, where j = 1, 2, ..., n and Z0, Z1, Z2, . . . , Z, are independent and identically distributed with common variance a2. What is Var G 2 Xj)

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