Question: 14. Let X be a standard normal random variable, and suppose Y is a contaminated normal with probability density function given by Eq. (1.1). Let

14. Let X be a standard normal random variable, and suppose Y is a contaminated normal with probability density function given by Eq. (1.1). Let Q = ρX +

1 − ρ2Y , −1 ≤

ρ ≤ 1. Verify that the correlation between X and Q is

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