41. If X1, X2, X3, X4 are (pairwise) uncorrelated random variables each having mean O and variance...
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41. If X1, X2, X3, X4 are (pairwise) uncorrelated random variables each having mean O and variance 1, compute the correlations of
(a) X₁ + X₂ and X2 + X3;
(b) X₁ + X₂ and X3 + X4.
to
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