Question: Let X be a random variable with a continuous distribution. Let X1 = X2 = X. a. Prove that both X1 and X2 have a

Let X be a random variable with a continuous distribution. Let X1 = X2 = X.
a. Prove that both X1 and X2 have a continuous distribution.
b. Prove that X = (X1, X2) does not have a continuous joint distribution.

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