Let {Zt} be IID N(0,1) noise and define

Xt = {Zt, if t is even
(Z2t-1 1) / sqrt(2) , if t is odd }
a) Show that {Xt} is WN(0,1) but not iid(0,1) noise.
b) Find E(Xn+1| X1, ,Xn) for n off and n even and compare the results.