ThmDex – An index of mathematical definitions, results, and conjectures.
F8894
Formulation 0
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
(i) \begin{equation} X_0 : = Z \end{equation}
(ii) \begin{equation} X_1 : = Z \end{equation}
(iii) \begin{equation} X_2 : = - Z \end{equation}
Let $a \in \mathbb{R}$ be a D993: Real number.
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}