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Statistics & DataChallengeRandom Variables

Random Variables · Challenge problem

Random variables XX and YY satisfy Var(X+Y)=20\mathrm{Var}(X + Y) = 20, Var(X−Y)=12\mathrm{Var}(X - Y) = 12 and Var(X)=4\mathrm{Var}(X) = 4. Find the correlation of XX and YY. Express your answer in simplest radical form.