Answer parts a and b of the question below. Show all work. When diagnosing a disease (genetically) in a sample of patients. we let X ∈ {0, 1} be a random variable that is binary where X = 1 reflects disease presense, and X = 0 reflects absense of the disease. We are conducting a blood test that returns some continuous marker. A continuous variable expressing this marker is −∞ < Y < ∞. We then use the following hierarchical

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Answer parts a and b of the question below. Show all work.

When diagnosing a disease (genetically) in a sample of patients.
we let X ∈ {0, 1} be a random variable that is binary where X = 1 reflects disease presense, and X = 0 reflects absense of the disease. We are conducting a blood test that returns some continuous marker. A continuous variable expressing this marker is −∞ < Y < ∞. We then use the following hierarchical model:

X ∼ Ber(p)
Y | X ∼ N(µ0(1 − X) + µ1X , σ2)

a. Find Cov(Y, X).

b. Find the marginal variance, V [Y], in terms of p, µ1, µ0, and σ2

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