Let A be an event, and let IA be the associated indicator random variable (IA is 1 if A occurs, and zero if A does not occur). Similarly, let IB be the indicator of another event, B. Suppose that P(A)=p, P(B)=q, and P(A∩B)=r.
Find the variance of IA−IB, in terms of p, q, r.
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