Question: Problem 3. Let x[n] be a standard normal random variable with a length of N (=10,000) and y=(x[i- 1]+x[i])/2. Find the correlation and correlation coefficient

Problem 3. Let x[n] be a standard normal random variable with

Problem 3. Let x[n] be a standard normal random variable with a length of N (=10,000) and y=(x[i- 1]+x[i])/2. Find the correlation and correlation coefficient in theory for y at lag 0, 1, 2, 3. Verify your results in Matlab. Problem 3. Let x[n] be a standard normal random variable with a length of N (=10,000) and y=(x[i- 1]+x[i])/2. Find the correlation and correlation coefficient in theory for y at lag 0, 1, 2, 3. Verify your results in Matlab

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