Let X be a standard normal random variable, and suppose Y is contaminated normal with the probability density function given by Eq. (1.1). Let Q = ρX +  Verify that the correlation between X and Q is...

Let X be a standard normal random variable, and suppose Y is contaminated normal with the probability density function given by Eq. (1.1). Let Q = ρX +
 Verify that the correlation between X and Q is

Examine how the correlation changes as K gets large with = .1. What does this illustrate about the robustness of ρ?