= Let X and Y be independent Bernoulli(1/2) random variables. Let Z : (Y – X)². What is the distribution of Z? Show that X and Z are independent. Show that Y and Z are also independent, but that X, Y, and Z are not independent.

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**Problem Statement:**

Let \( X \) and \( Y \) be independent Bernoulli(1/2) random variables. Let \( Z = (Y - X)^2 \).

- What is the distribution of \( Z \)?
- Show that \( X \) and \( Z \) are independent.
- Show that \( Y \) and \( Z \) are also independent, but that \( X \), \( Y \), and \( Z \) are not independent.
Transcribed Image Text:**Problem Statement:** Let \( X \) and \( Y \) be independent Bernoulli(1/2) random variables. Let \( Z = (Y - X)^2 \). - What is the distribution of \( Z \)? - Show that \( X \) and \( Z \) are independent. - Show that \( Y \) and \( Z \) are also independent, but that \( X \), \( Y \), and \( Z \) are not independent.
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