Consider the following MA(2) process Xt = Zt + θ1Zt−1 + 1/ 8 Zt−2, where θ1 does not equal to 0 is a constant and {Zt} is a Gaussian white noise process with mean 0 and variance 1. Using the value of θ1 computed in (b), calculate the variance of the sample mean (X1 + X2 + X3 + X4)/4. θ1 is equal to -0.75

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D5) Statistics and Probability Consider the following MA(2) process Xt = Zt + θ1Zt−1 + 1/ 8 Zt−2, where θ1 does not equal to 0 is a constant and {Zt} is a Gaussian white noise process with mean 0 and variance 1. Using the value of θ1 computed in (b), calculate the variance of the sample mean (X1 + X2 + X3 + X4)/4. θ1 is equal to -0.75
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