2.12. (Sec. 2.3) Show that if Pr{X ~ o. y ~ OJ = a fOJ the distribution...

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2.12. (Sec. 2.3) Show that if Pr{X ~ o. y ~ OJ = a fOJ the distribution

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then p = cos( I - 2 a hr. [Hint: Let X = U, Y = pU + J 1 - p2 V and verify p = cos 2 7T( ~ -

a) geometrically.]

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