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Let X and Y be random variables with finite variance. Pr

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Let X and Y be random variables with finite variance. Prove that |?(X, Y )| = 1 implies that there exist constants a, b,

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Let X and Y be random variables with finite variance. Prove that |?(X, Y )| = 1 implies that there exist constants a, b, and c such that aX + bY = c with probability 1. Hint: Use Theorem 4.6.2 with U = X ? ?X and V = Y ? ?Y .

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