4.8. (Example of a nonnormal bivariate distribution with normal marginals.) Let X, be . N(0, 1), and let" X2 -X) if-IsX=1 X, otherwise Show each of the following. (a) X2 also has an N(0, 1) distribution. (b) X1 and X2 do not have a bivariate normal distribution. Hint: (a) Since X, is N(0, 1), P[-1 1] = .3174