# 6. a) Consider the sequence of iid random variable of random variables (X,t = 1, 2, ..} with P(Xt=1)=P(Xt =-1)=p, which is called a "binary process." When the binary process becomes an ud noise? b) Consider the sequence of iid random variable of random variables (X, t = 1, 2, ..} with P(Xt =1)=p, P(Xt=-2)=1-p, which is a kind of binary process in the sense that the outcome is either 1 or -2. Can this process be an iid noise? If so, under what condition can it be an id noise process? C) Let St =(X1 +X2 +.".+Xt)/t where (Xt) ~ UID(0, o2). Check whether or not {St) is a stationary process, that is, independence of the mean and covariance functions of t. If the process is indeed stationary, state its autocovariance and autocorrelation functions