EC > GATE 2026 > Correlation
Let X, N, Y and Z be random variables. The variables X and N are independent of each other. X is uniformly distributed between -1 and 1; N follows Normal distribution with zero mean and unity variance.
Y and Z are defined as, Y = X + N and Z = X2 + N.
Which of the following pairs represents the values of correlation between X and Y and that between X and Z?
A
1/3 and 0
B
1/3 and 1/9
C
1/3 and 1/3
D
1 and 0

Correct :

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