Let {Z} be Gaussian white noise, i.e. {Zt} is a sequence of i.i.d. normal r.v.s each with mean zero and variance 1. Define Xt = [Zt₁ if t is even; (Z²-₁-1)/√√2, if t is odd If {X} and {Y} are uncorrelated stationary sequences, i.e., if X, and Y, are uncorrelated for every r and s, show that {Xt + Yt} is stationary with autocovariance function equal to the sum of the autocovariance functions of {Xt} and {Y}.

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A: here data  are given we have to answer the test statistics value of z is =?

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A: It is known that  Total cards in a deck = 52 Numbe of Kings = 4 Number of Queens = 4

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A: GivenMean(μ)=100standard deviation(σ)=20sample size(n)=25

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A: From the provided information, Sample size (n) = 9 Confidence level = 98%

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A: Givensample size(n)=35Mean(x)=80standard deviation(s)=15confidence level=99%

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A: From the provided information, The table is as follow:   A B C D Total Order Accurate 340 277…

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A: Given,sample size(n)=231mean(μ)=162.5standard deviation(σ)=89.7

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A:

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A: given data gaussian distribution : normal distributionμ = 101.20σ = 0.7840

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