Suppose $X$ and $I$ and independent, $X$ has a standard normal distribution and $I$ take values $1$ and $-1$ with equal probabilities.
Let $Y = IX$. How would I find the distribution of $Y$ and $X+Y$? and $E(Y|X)$, $E(Y^2|X)$?
Thanks so much!
Suppose $X$ and $I$ and independent, $X$ has a standard normal distribution and $I$ take values $1$ and $-1$ with equal probabilities.
Let $Y = IX$. How would I find the distribution of $Y$ and $X+Y$? and $E(Y|X)$, $E(Y^2|X)$?
Thanks so much!