Properties of Combined Independent Variables
Let X and Y be independent random variables. If the random variables Z and W are defined as Z = X + Y and W = X - Y, which of the following statements about Z and W is necessarily true?
A
Z and W are not necessarily independent
B
Var(Z) = Var(W)
C
Cov(Z,W) must equal zero
D
Z and W must be independent
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