Question: Please answer the following question with steps, thank you Random variables X, Y, Z are said to form a Markov chain in that order (denoted

Please answer the following question with steps, thank you

Please answer the following question with steps, thank you Random variables X,

Random variables X, Y, Z are said to form a Markov chain in that order (denoted by X - Y - Z) if their joint probability distribution can be written as: p(X, Y, Z) = p(X) . p(Y[X) . p(Z|Y) I. Suppose (X, Y, Z) forms a Markov chain. Is it possible for I (X; Y) = I(X; Z)? If yes, give an example of X, Y, Z where this happens. If no, explain why not. [4 Marks] II. Suppose (X, Y, Z) does not form a Markov chain. Is it possible for 1 (X; Y) 2 1(X; Z)? If yes, give an example of X, Y, Z where this happens. If no, explain why not. . [4 Marks] III. If X - Y - Z then show that [6 Marks] . I(X; Z)

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