An "independence challenge", perhaps: Let X and Y be independent RVs, where X is uniform in [−1, 1] and Y is discrete and has PMF: Py(y) = = { 1-p_y=-1 y = 1 otherwise Р 0 Consider new RV, Z = XY. For each of the following statements find if it is true or false: i) Y and Z are independent; and ii) X and Z are independent

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**Independence Challenge**

Consider an "independence challenge," where we have the following setup:

1. Let \(X\) and \(Y\) be independent random variables (RVs).
2. \(X\) is uniformly distributed in the interval \([-1, 1]\).
3. \(Y\) is discrete and has the probability mass function (PMF):

\[
P_Y(y) =
\begin{cases} 
1 - p & \text{if } y = -1 \\
p & \text{if } y = 1 \\
0 & \text{otherwise}
\end{cases}
\]

### Problem Statement:

Consider a new random variable \(Z\) defined as \(Z = XY\).

Determine the truth or falsehood of the following statements:
   
i) \(Y\) and \(Z\) are independent.
   
ii) \(X\) and \(Z\) are independent.
Transcribed Image Text:**Independence Challenge** Consider an "independence challenge," where we have the following setup: 1. Let \(X\) and \(Y\) be independent random variables (RVs). 2. \(X\) is uniformly distributed in the interval \([-1, 1]\). 3. \(Y\) is discrete and has the probability mass function (PMF): \[ P_Y(y) = \begin{cases} 1 - p & \text{if } y = -1 \\ p & \text{if } y = 1 \\ 0 & \text{otherwise} \end{cases} \] ### Problem Statement: Consider a new random variable \(Z\) defined as \(Z = XY\). Determine the truth or falsehood of the following statements: i) \(Y\) and \(Z\) are independent. ii) \(X\) and \(Z\) are independent.
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