Let Xo, X₁, ... be i.i.d normal N(0, o²) random variables. Let the random variables Yo, Y₁, ... be defined as follows: Yo = Xo 3 Y₁ = =Y₁ Yo +=X₁ 4 Y/₂ = -5/ X₁ + 5 X ₂ 4 3 Yn = Yn-1 + x₂ : n = 1,2,3,... a. Show that uy (n) = 0 for n = 0,1,2,3 b. Find the pdfs fy (yo) fy₁ (₁), fy₂ (Y₂) c. Find the joint pdf, fy₁₂ (₁, 2)

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