Question: Statistics and probability Random variables X, Y, Z are said to form a Markov chain in that order (denoted by X - Y - Z)

Statistics and probability

Random variables X, Y, Z are said to form a Markov chain in that order (denoted by X - Y - Z) if their joint probability distribution can be written as: p(X, Y, Z) = P(X) . p(Y|X) . P(Z|Y) 1. Suppose (X, Y, Z) forms a Markov chain. Is it possible for 1 (X; Y) = 1 (X; Z)? If yes, give an example of X, Y, Z where this happens. If no, explain why not

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