Question: 4. Consider a sequence created by throwing a pair of dice and summing the numbers which are {-2.5, -1.5, -0.5, 0.5, 1.5, 2.5}. Call this

4. Consider a sequence created by throwing a pair of dice and summing the numbers which are {-2.5, -1.5, -0.5, 0.5, 1.5, 2.5}. Call this Vo(k). What is the PDF? (you can set this up as a pair of vectors in MATLAB). a) What are the mean and variance of this sequence? If we generate a new random sequence as: VN(k+1) = (1-r)*VN(k)+r*V.(k), VN(k) is an example of serially-correlated (not white) noise. b) In steady state, what are the mean and variance of this new sequence (VN)? c) What is the covariance function: Ry (k) = EV (k) * VN (k - L); (Hint: VN(K) and Vo(k) are uncorrelated). d) Are there any practical constraints on r

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