A value of p for which the covariance

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2.* Suppose that X ,-- N3(0, E), where
(1 p 0 E= p 1 p . 0 p 1
(a) Find Cov(Xi + X2 + X3, X1 - X2 - X3 ) .
(b) Show that there is a value of p for which the covariance in (a) is zero. For this value, are the two random variables in (a) independent?

Reference no: EM131048251

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