- #1

das1

- 40

- 0

I know that Corr(X,Y)*SD[X]SD[Y] = Cov(X,Y)

and also V[X+Y] = V[X] + V[Y] + 2Cov(X,Y)

So there must be a missing link, maybe an identity, that I'm not realizing. I think the fact that the 2 variables have the same distribution is probably important, I'm just not sure how.

Thanks!