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Let š‘‹ be a standard normal random variable

LetĀ š‘‹Ā be a standard normal random variable. Another random variable is determined as follows. We flip a fair coin (independent fromĀ š‘‹). In case of Heads, we letĀ š‘Œ=š‘‹. In case of Tails, we letĀ š‘Œ=āˆ’š‘‹.

Ā 

  1. IsĀ š‘ŒĀ normal?

Ā 

yes

Ā 

Ā no

Ā 

Ā not enough information to determine

Ā 

  1. ComputeĀ cš—ˆš—(š‘‹,š‘Œ).


Ā Ā Ā Ā Ā Ā Ā Ā Ā Ā Ā Ā cš—ˆš—(š‘‹,š‘Œ) = ?

Ā Ā 

AreĀ š‘‹Ā andĀ š‘ŒĀ independent?

Ā 

Ā yes

Ā 

Ā no

Ā 

Ā not enough information to determine


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