Question: (b) Let y1 = e, (do + aly71) 12, where e, ~ iid(0, 62). Let Er(v.) = E(vy ,-1, V1-2, . . .). i) Derive

(b) Let y1 = e, (do + aly71) 12, where e,

(b) Let y1 = e, (do + aly71) 12, where e, ~ iid(0, 62). Let Er(v.) = E(vy ,-1, V1-2, . . .). i) Derive Er-I(vt). ii) Prove that {y } is or is not a mds. iii) Prove that {y?} is or is not a mds

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