Problem III. Let X and Y be iid as N (0, 1) and let Z = -X if XY <0. 1. Derive the mgf of Z, if this exists. 2. Derive the pdf of Z.

A First Course in Probability (10th Edition)
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Chapter1: Combinatorial Analysis
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X if XY > 0
-X if XY <0.
Problem III. Let X and Y be iid as N (0, 1) and let Z
1. Derive the mgf of Z, if this exists.
2. Derive the pdf of Z.
3. Compute P(Y < 0, Z>0) and P(Y <0, Z< 0).
Transcribed Image Text:X if XY > 0 -X if XY <0. Problem III. Let X and Y be iid as N (0, 1) and let Z 1. Derive the mgf of Z, if this exists. 2. Derive the pdf of Z. 3. Compute P(Y < 0, Z>0) and P(Y <0, Z< 0).
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