Question: Consider the random process {Xn,n = 0, 1, 2,}, in which Xi's are i.i.d. standard normal random variables. 1. Write down f X n (x)

Consider the random process {Xn,n = 0, 1, 2,⋯}, in which Xi's are i.i.d. standard normal random variables.

1. Write down fXn(x) for n = 0, 1, 2,⋯.

2. Write down fXmXn(x1,x2) for m ≠ n.

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