The question is-
Let $X_1,X_2,..,X_n$ be iid random variables from a continuous distribution whose density is symmetric about $0$. Suppose $\mathbb{E}(|X_1|)=2$ and define $Y=\sum_{i=1}^{n}X_i$ and $Z=\sum_{i=1}^{n}I(X_i>0)$. Then calculate covariance between $Y$ and $Z$.
My attempt:
$E(X_i)=0$ for all $i=1(1)n$ because $X$ is symmetric about $0$ and $E(|X|) $ exists.
Now,
$Cov (Y,Z)=E(YZ)-E(Y)E(Z)$ $=E(YZ)-0$ $=E[(\sum_{i=1}^{n}X_i)(\sum_{i=1}^{n}I(X_i>0)]$
$=(\sum_{i=1}^{n}E[(X_i.I(X_i>0))]$ $+\sum\sum_{i \neq j}E(X_i)E(I(X_j>0)$ as $X_i,X_j$ are independent.
$=\sum_{i=1}^{n}E[(X_i.I(X_i>0)] +0 $ as $E(X_i)=0$
$ =\sum_{i=1}^{n}\{E[X_i.I(X_i>0)|I(X_i>0)=1]×1/2] + E[X_i.I(X_i>0)|I(X_i>0)=0]×1/2]\}$
$=\sum_{i=1}^{n}E[X_i.I(X_i>0)|I(X_i>0)=1]×1/2] +0$
$=\sum_{i=1}^{n}E[X_i|X_i>0]×1/2]$
$=2n×(1/2)$ $=n$
Is my reasoning correct ? Thanks in advance!