Let X N(0, 1), and let Z ~ Unif{-1, 1} (i.e. P(Z = −1) = P(Z = 1) = 1/2) be independent of X. Let Y=ZX. What is the distribution of Y? Show that X and Y are uncorrelated. Are X and Y independent?

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
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Chapter1: Starting With Matlab
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Let X~ N(0, 1), and let Z
1/2) be independent of X. Let Y
Y are uncorrelated. Are X and Y independent?
=
Unif{−1, 1} (i.e. P(Z = −1) = P(Z
1)
ZX. What is the distribution of Y? Show that X and
=
=
Transcribed Image Text:Let X~ N(0, 1), and let Z 1/2) be independent of X. Let Y Y are uncorrelated. Are X and Y independent? = Unif{−1, 1} (i.e. P(Z = −1) = P(Z 1) ZX. What is the distribution of Y? Show that X and = =
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