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Answer by ThePunisher for Help with counter-example using conditional...
We could take any $Z$ of mean 1 (excluding constants) and any independent X. $Y$ could be defined conditionally as$$Y \vert Z,X \sim \mathcal{D}\Big(f(Z), \quad aZ+bX^2-f(Z)^2\Big),$$where...
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I am trying to construct a counter-example for a certain problem in a Statistics class. Right now, to finish the counter-example, I just need to find three random variables, let's say, $(X, Y, Z)$,...
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