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4. Let X1, X2, . .. be independent random variables satisfying E(X) E(Xn) --fi. (a) Show that Y, = Xn - E(Xn) are independent

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fer ven dala Indgercdent nandm vartaly be Nok thafxix+ (i, Ext,Xi Ci, Xi) = fx(xf) Ex) Eyr, Yit y,yi1)= p (yie yr, Yi1 J4) pH2) hyECy Note that ELy:)=0 E C ) = ECVTリECYj)=0f if Smler CYfY)EC YE, = EC万)- (hメフョ 6(991) n3 PLYnE (yn note that s and ConLiro nhElx =1 2 . En)) ECXn) ECXI nd Xn 5b thandyou Cs Scanned with CamScanner

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