Question: Suppose that z is a continuous random variable with mean 0 and variance 1. In addition, suppose that the density function of z is symmetric

Suppose that z is a continuous random variable with mean 0 and variance 1. In addition, suppose that the density function of z is symmetric with respect to the yaxis. Let n = a+bz, where a and b are two nonzero constants. Prove that L l P . (0-12 a_labl)_2 2G2

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