Question: 4. [10 point] Problem 9.26 Let M,, be the discrete-time process defined as the sequence of sample means of an iid sequence: X1 + X2

4. [10 point] Problem 9.26 Let M,, be the discrete-time process defined as the sequence of sample means of an iid sequence: X1 + X2 + ... + Xx = n (a) Find the mean, variance, and covariance of M,. (b) Does M,, have independent increments? stationary increments

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