stic process {Xt} be defined as  Zt ;  if t is even (Z2t-1 -1)=21/2;      if t is uneven, where {Zt} is identically and independently distributed as Zt is N(0, 1). Show that {Xt} is WN(0, 1), but not IID (0,1).

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Let the stochastic process {Xt} be defined as 

Zt ;  if t is even

(Z2t-1 -1)=21/2;      if t is uneven,

where {Zt} is identically and independently distributed as Zt is N(0, 1). Show that {Xt} is WN(0, 1), but not IID (0,1).

 

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