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Problem 3. (Law of Large Number and Moving Average Model) Let s0, E1, E2, be a sequence of i.i.d. N(0,1) distributed random v

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page! Let E. ,, , 2 be sequence of 9id N0.1) distributed we derine a new sequence of random variable X1, X2...xn as, Xn= uitpage2 Elina ElExi) na u for any exo, P{1Xn-el<&} 7, 1-varcan) 62 PCI In- ul<€ 3,1- (1+0) n&2 As no PIXn-41<€}?, 1-(1+0 ) (0)

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