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Q157Section III (Statistics)157 of 190

Flipping the sign on ∣X1∣≤3|X_1|\le3 keeps the N(0,1)N(0,1) marginal but makes the pair strongly negatively correlated

Let X1∼N(0,1)X_1\sim N(0,1) and X2={−X1,−3≤X1≤3 X1,otherwise.X_2=\begin{cases}-X_1, & -3\le X_1\le3\ X_1, & \text{otherwise.}\end{cases} Then which of the following statements is correct?

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