How big or small can Cov(Y1, Y2) be Use the fact that 2 1 to show that ( V(Y1) V(Y2)

Chapter 5, Problem 5.98

(choose chapter or problem)

How big or small can Cov(Y1, Y2) be? Use the fact that 2 1 to show that ( V(Y1) V(Y2) Cov(Y1, Y2) ( V(Y1) V(Y2).

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