Let $X \in \text{Gaussian}(0, 1)$ be a D211: Standard gaussian random real number such that
(i) | \begin{equation} Y : = - X \end{equation} |
The first claim is established in R3923: Standard gaussian random real number is symmetric about zero. For the second claim, we have
\begin{equation}
\mathbb{P}(X X \geq 0)
= \mathbb{P}(X^2 \geq 0)
= 1
\end{equation}
and
\begin{equation}
\mathbb{P}(Y X \geq 0)
= \mathbb{P}(- X^2 \geq 0)
= 0
\end{equation}
$\square$