Let {Z} be IID N(0, 1) noise and define x-1- = if t is even, (2-1)/2,...

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Let {Z} be IID N(0, 1) noise and define x-1²- = if t is even, (2₁-1)/√√2, if t is odd. a. Show that {X₂} is WN(0, 1) but not iid(0, 1) noise. b. Find E(Xn+1|X₁, ..., Xn) for n odd and n even and compare the results. Let {Z} be IID N(0, 1) noise and define x-1²- = if t is even, (2₁-1)/√√2, if t is odd. a. Show that {X₂} is WN(0, 1) but not iid(0, 1) noise. b. Find E(Xn+1|X₁, ..., Xn) for n odd and n even and compare the results.

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