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(Solved): 1) X is a Bernoulli random variable with Pr(X=1)=0.99;Y is distributed N(0,1);W is distributed N(0, ...



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1) is a Bernoulli random variable with is distributed is distributed ; and , and are independent. Let . (That is, when , and when .) d. Derive , and . (Hint: Use the law of iterated expectations conditioning on and .) e. Derive the skewness and kurtosis for .


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