14. Let X be a standard normal random variable, and suppose Y is contaminated normal with the...

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14. Let X be a standard normal random variable, and suppose Y is contaminated normal with the probability density function given by Eq. (1.1).

Let Q = ρX + 

1 − ρ2Y, −1 ≤ ρ ≤ 1. Verify that the correlation between X and Q is

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