Let x be a gaussian random variable and letnbsp ynbsp be a


Let  X be a Gaussian random variable and let  Y  be a Bernoulli random variable with Pr(Y=1) = p and Pr (Y=-1)= 1-p.

If X and Y are independent, find the PDF of Z=XY. 

Under what conditions is Z  a Gaussian random variable?

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Basic Statistics: Let x be a gaussian random variable and letnbsp ynbsp be a
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