36. Show that if X and Y are identically distributed, not necessarily indepen- dent, then Cov(X + Y, X – Y) = 0

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 31E
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36. Show that if X and Y are identically distributed, not necessarily indepen-
dent, then
Cov(X + Y, X – Y) = 0
Transcribed Image Text:36. Show that if X and Y are identically distributed, not necessarily indepen- dent, then Cov(X + Y, X – Y) = 0
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