2. Let p E {1. 1}, or i} I], and r 3:: . Suppose that Z w Nfn}, and X1 is a NW, o2} random variable that is independent of Z. Let X3 = pX1+ Z. {a} [2] Find the joint distribution of X1 and X2. {b} [1] State a condition so that X1 and X2 have the same marginal distributions if and only,r if that condition is satised. {c} [1] State a condition so that X1 and X2 are independent it' and only,r if those conditions are satised. {:21} [2] Show that if X1 and X3 are i.i.d.. then P[X1 e: X2} = [1.5