Part a of question was found. Parts b-e

Let U [n] be an independent and identically distributed (IID) discrete-valued random sequence with the marginal pmf at each n given by Pr [U = -4) = 0.25, Pr[( = 0] = 0.25, Pr[U = 4] = 0.5, Let V[n] be another IID continuous-valued random sequence, independent of U[n], with the marginal pdf fv(v) = [1/12, -5sus7; 0 , otherwise. Define a new random sequence X[a] by the equation X[n] = U[n] + V[n-1] (a) Determine the mean pp[a] and the autocorrelation Ry[m, a] of U[n]. (b) Determine the mean #v[a] and the autocorrelation Ry[m, n] of V[n]. (c) Determine the crosscorrelation Ry,v[(m, a] between U[n] and V[n]. (d) Determine the mean fx[a] of X[n]. (e) Verify that the autocorrelation of X[n] is given by Rx[m, n] = 4+236[m - n]. Answers: : Part (e) is sufficient to verify all other answers