Let X 1 X 2 Be An Infinite Sequence Of Independent Identically Distributed Rando

Let X1, X2, · · · be an infinite sequence of independent, identically distributed, random variables with mean µ and variance σ 2 . We define Yn = Xn + Xn+1 + Xn+2, for n = 1, 2, · · ·. For each k ≥ 0, compute Cov(Yn, Yn+k ). 

 

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