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Problem 4.5. Let X, Y ~N(0, 1), and let W be a random variable with distribution P(W = 1) = P(W = =1) = that

Problem 4.5. Let X, Y ~N(0, 1), and let W be a random variable with distribution P(W = 1) = P(W = =1) = that is independent of X and Y. Define Z = WX + Y. Determine whether (X, Z) is jointly normal

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