Z is actually dependent upon the X1 and X2. And hence after knowing (distribution or value of) X1 and X2, we can find distribution of Z.
And as Y=X1, Z is dependent upon Y and X2. So this means after knowing Y and X2, we can get to know about Z
Z= Y2 + X22
Y2=Z-X22
But after all Z = X1^2 + X2^2,so we can find Z using X1 and X2 and consequently Y can be found out using Z.
Hence
A) Z is useful to predict Y
B) Y is useful to predict Z
and Y = X1. X1, X2-N(0,1) and are independent. Let Z = X² + X (a)...
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