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Q2Section A (Section A)2 of 60

Correlation between two overlapping sums of independent normals

Let X1,…,X100X_1,…,X_{100} be independent and identically distributed N(0,1)N(0,1) random variables. The correlation between ∑i=198Xi\sum_{i=1}^{98}X_i and ∑i=3100Xi\sum_{i=3}^{100}X_i is equal to

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