Consider two identically distributed and independent random variables (X_{1}) and (X_{2}) with common probability density function (p_{X}(x)).
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Consider two identically distributed and independent random variables \(X_{1}\) and \(X_{2}\) with common probability density function \(p_{X}(x)\). Show that the probability density function of the difference of these two random variables, \(X_{1}-X_{2}\), is given by the autocorrelation function of \(p_{X}(x)\).
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