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SOLVED: 1 (30 points) Let X and Y be independent normal random variables. X is standard (mean 0 variance 1); Y has mean 0 and variance V Let A be a mixture of the two normals X (weight 1-w) and Y (weight w); let B be a mixture of X (weight 1-w) and -Y (weight w<.2). A samples from X when B does, and samples from Y when B samples from -Y What are the Pearson and Spearman correlations (as functions of w) between A and B for approaching infinity?
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