Question: Consider the Gaussian process in Problem 4 with D 1 0 and D 0 : 9 . Lets conduct the following three experiments pretending that

Consider the Gaussian process in Problem 4 with D 10 and D 0:9. Lets conduct the following three experiments pretending that you dont know the true mean () of the process. I strongly recommend using a Python/R script or a computer language.(a) Simulate 400 independent sample paths, each comprised of n D 104 observations. For each sample path, compute the 95% CIXntn1;0:975p ; (1) nx Sn3 where Xx and S2 are the sample mean and sample variance of the respective dataset (I didnot list the index for the dataset to reduce notation). Report the fraction of the CIs thatcontain .(b) Repeat the experiment in part (a) with n D 105 observations. Does the fraction of the CIs (1)that contain increase compared to the outcome of part (a)? Give a plausible explanation.Hint: use Problem 3.(c) Simulate 400 independent sample paths, each comprised of n D 104 observations. For eachsample path, compute the 95% CIXxz p:n 0:975 nReport the fraction of the CIs that contain .Explain the outcomes of the experiments in parts (a)(c) above.6. Repeat the experiments in Problem 5(a)(b) above with D 10 and D 0:9. Explain the outcome of these experiments against those in Problem 5(a)(b).

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