Let $f(z_1, z_2) = g(z_1)1(z_2=0)$.
What is the expectation of $E(Z_1^2)$? Is it zero? I think it depends on $g(z_1)$. Am I correct?
Let $f(z_1, z_2) = g(z_1)1(z_2=0)$.
What is the expectation of $E(Z_1^2)$? Is it zero? I think it depends on $g(z_1)$. Am I correct?
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