Verify the claim in Theorem 11.3.3, that i is uncorrelated with  and . (Show that i = ∑ejYj, where the ejs are given by (11.3.30). Then, using the facts that we can write  = ∑cjYj and  = ∑djYj, verify that ∑ejcj = ∑ejdj = 0 and apply Lemma 11.3.2.)