ThmDex – An index of mathematical definitions, results, and conjectures.
P3611
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} $\square$