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True or False (2 marks each: 1 for answer, 1 for justification - prove or disprove/provide a counterexample) (d) The process Xt = Zt +

True or False (2 marks each: 1 for answer, 1 for justification - prove or disprove/provide a counterexample)

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(d) The process Xt = Zt + En-1 inZt n, where { Zt; t = 0, +1, 12, ...} ~ WN(0, o2), is stationary. (e) The process Xt = a + Bt + Zt where {Zt} ~ WN(0, 2) is stationary IFF B = 0. (f) When predicting a Normal random variable from another Normal random variable, the prediction is more accurate if their correlation is near 0

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