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Suppose Z 1 and Z2 are two standard norm random variables. In addition, suppose oov(Z1, Zg) = p. (a) Show M and Z2 are standard

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Suppose Z 1 and Z2 are two standard norm random variables. In addition, suppose oov(Z1, Zg) = p. (a) Show M and Z2 are standard normally distributed. \\flpz (b) Show Z\\/1iif% and Z2 are independent. Hint: two normal random variables are independent as -p long as they are uncorrelated. 2 2 (c) Show W is 93(2) distributed

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