Create data vectors X1 and X2 of length n = 512 and with entries forming independent samples from the uniform distribution U (−1, +1) over the interval [−1, 1]. Create the vector Y according to the formula: where = {j}j=1,512 is a Gaussian white noise (i.e., a sequence of independent identically distributed normal random variables with mean zero) with standard deviation σ = 0. Give a scatterplot of Y against X1, and of Y against X

Y = X1 X2 + ,