Question: Exercise 2: Confidence intervals (20 points) Consider the following stochastic process, where ,~ N(0,0?) i.i.d: Y = E + BEL+BE_2 1. Which process does Y,

Exercise 2: Confidence intervals (20 points) Consider the following stochastic process,

Exercise 2: Confidence intervals (20 points) Consider the following stochastic process, where ,~ N(0,0?) i.i.d: Y = E + BEL+BE_2 1. Which process does Y, follow? What is the order of the process? (5 points) 2. Calculate the variance of Y,. (5 points) 3. Calculate E (Y, Y._2). (5 points) 4. Calculate the correlation (P2) between Y, and Y.-2. (5 points) Exercise 2: Confidence intervals (20 points) Consider the following stochastic process, where ,~ N(0,0?) i.i.d: Y = E + BEL+BE_2 1. Which process does Y, follow? What is the order of the process? (5 points) 2. Calculate the variance of Y,. (5 points) 3. Calculate E (Y, Y._2). (5 points) 4. Calculate the correlation (P2) between Y, and Y.-2. (5 points)

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