random variable with zero mean and unity variance. O' is a uniform random variable over (– n, T) and is independent of A. F'ind the auto correlation function of X (t).
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- Let X be a continuous random variable with PDF 3 x > 1 x4 fx(x) = otherwise Find the mean and variance of x.Let X and Y have the joint pdf f(x,y)= x+y , 0<=x<=1, 0<=y<=1. Calculate the mean(x) mean (y) variance (x) variance(y)Let X and Y be independent Exp(2) random variables. Define W = X + Y. a) Determine the correlation between X and W. The joint pdf of X and W is: fx,w(x, w) = 1^(2) e^(-1w) I{OFind the PSD of a stationary random process for which Auto correlation is Rx (t)= 6- e altiX is a discrete uniform (1,3) random variable. When X=x, Y is discrete uniform (1,x). (a) Find the correlation of X and Y (b) Find the mean value of X when Y=2.Let X~N(0, 0'). Find the CRLB for variances of the unbiased estimator of T(0)= 0?.Two real-valued RVs, X and Y, have joint PDF 1 p(x1, x2) = exp 2TV1- 2(1 - r?) where -1Example: Suppose that X u = (120, 80) and covariance matrix (X1, X2) has a bivariate Normal distribution with mean 6. 3 Σ= 5 What are the mean and variance of a' X, where a = (1, –1)T?Let I be an indicator variable with p(I) = {p , I=1 } {1-p , I=0}. Show that the variance of I is p(1-p)SEE MORE QUESTIONSRecommended textbooks for youCalculus For The Life SciencesCalculusISBN:9780321964038Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.Publisher:Pearson Addison Wesley,Calculus For The Life SciencesCalculusISBN:9780321964038Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.Publisher:Pearson Addison Wesley,