Bshow that there is a value of p for which the covariance
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?
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2 suppose that x -- n30 e where1 p 0 e p 1 p 0 p 1afind covxi x2 x3 x1 - x2 - x3 bshow that there is a value of p
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