Suppose that x and y are independent identically, Basic Statistics

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Suppose that x and y are independent identically

Suppose that X and Y are independent, identically distributed random variables with mean 0 and variance 1, such that

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Show that X and Y are standard normal.

If we know that X and Y are standard normal, then it is easy to verify the relation. The idea thus is to prove the converse.

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Basic Statistics: Suppose that x and y are independent identically

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Basic Statistics: Suppose that x and y are independent identically

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