Let $Z \in \mathsf{N}(0, 1)$ be a D211: Standard gaussian random real number.
Let $X_0, X_1, X_2 \in \mathsf{Random}(\mathbb{R})$ each be a D3161: Random real number such that
Let $a \in \mathbb{R}$ be a D993: Real number.
Let $X_0, X_1, X_2 \in \mathsf{Random}(\mathbb{R})$ each be a D3161: Random real number such that
(i) | \begin{equation} X_0 : = Z \end{equation} |
(ii) | \begin{equation} X_1 : = Z \end{equation} |
(iii) | \begin{equation} X_2 : = - Z \end{equation} |
Then
(1) | \begin{equation} X_0 \overset{d}{=} X_1 \overset{d}{=} X_2 \end{equation} |
(2) | \begin{equation} \mathbb{P}(X_0 \leq a, X_1 \leq a) \neq \mathbb{P}(X_1 \leq a, X_2 \leq a) \end{equation} |