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This problem from ISI MStat 2016 is an application of the ideas of indicator and independent variables and covariance of two summative random variables.

Let ~ be i.i.d. random variables from a continuous distribution whose density is symmetric around 0. Suppose . Define .

Calculate the covariance between and .

This problem is from ISI MStat 2016 (Problem #6)

- X has Symmetric Distribution around 0 .
- , where is a random variable.
- and are independent and are independent.
- and are independent .

.

Let's calculate the covariance of and .

.

This problem from ISI MStat 2016 is an application of the ideas of indicator and independent variables and covariance of two summative random variables.

Let ~ be i.i.d. random variables from a continuous distribution whose density is symmetric around 0. Suppose . Define .

Calculate the covariance between and .

This problem is from ISI MStat 2016 (Problem #6)

- X has Symmetric Distribution around 0 .
- , where is a random variable.
- and are independent and are independent.
- and are independent .

.

Let's calculate the covariance of and .

.

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