=+5.44. Suppose that X1,...,Xn are independent and distributed as N(0, 1).

(i) Determine the constants B and ai in (5.79), where Fi = σ(X1,...,Xi).

You may use the fact that if X ∼ N(0, 1), then E(X2j−1) = 0 and E(X2j) =

(2j)!/2jj!, j = 1, 2,....