SOLVED: Independence versus conditional independence: Consider independent Gaussian random variables with zero mean and unit variance. For an arbitrary new random variable, does the following hold? p(z,y|l2) = p(z|l2)p(y|l2) Let r = z + y. Write the explicit expression of the pdf p(z,y|z). Use the Dirac delta function if necessary.

Expected Value Variance Continuous Random Variable

Expected Value & Discrete Random Variables | Overview & Examples