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Q63Section III (Statistics)63 of 84

Cov⁡(Xˉ,X1−X2)=(Var⁡X1−Var⁡X2)/n=0\operatorname{Cov}(\bar X,X_1-X_2)=(\operatorname{Var} X_1-\operatorname{Var} X_2)/n=0

Let X1,X2,…,XnX_1,X_2,\dots,X_n be a random sample from Poisson distribution with parameter λ\lambda. Then covariance between Xˉ\bar X and (X1−X2)(X_1-X_2) is:

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