4b. A WSS Gaussian RP has mean E[X(t)]=2, and covariance function Cx (T) =8 сos (πT). Two random variables are taken at times as shown belowX₁(t=0);X₂(t=0.5);i) Find the covariance matrix for X and X2.ii) Write the second-order probability density function for RVs X, and X₂.

Answered: Image /qna-images/answer/b87eccde-5c61-4ede-b368-00d599c7dc6d.jpg

Answered: as sh below (t=0); (t=0.5); and the…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

See similar textbooks

Similar questions

P/oblem 8. Given x, = Px, + w,, where w, is white but not gaussian. What is the mean and covariance equation for x, ?
Let X, Y, and Z be random variables, and let Cov(⋅,⋅) denote the covariance operator as usual. Suppose that the variance of X is 0.7, Cov(X,Y) = 0.4, Cov(X,Z) = 1.2, and Cov(Y,Z) = 0.8. Find each of the following to two decimal places. (a) Cov(3Y, 3X) (b) Cov(3Y + 3, 3X + 8Z)
E2
Is the proportion of wildfires caused by humans in the south different from the proportion of wildfires caused by humans in the west? 350 of the 519 randomly selected wildfires looked at in the south were caused by humans while 383 of the 500 randomly selected wildfires looked at the west were caused by humans. What can be concluded at the a = 0.01 level of significance? Rectangular Snip a. For this study, we should use Select an answer b. The null and alternative hypotheses would be: Ho: Select an answer | (please enter a decimal) Select an answer v Select an answer H1: Select an answer v Select an answer vSelect an answer v (Please enter a decimal) c. The test statistic ? v = (please show your answer to 3 decimal places.)
Q. 2 There are two alternative routes for a ship passage. The sailing times for the two routes are two continuous random variables X and Y that have the joint density function (K e-0.5(3+y-x); 5 x – 3 fxx (x, y) = K 0; е. w. (i) Obtain K so that it is the joint probability density function; (ii) Find the following probabilities (a) P(X < Y), (b) P(X 2 Y), (c) P(X + Y 2 1)
5.4.6 WP Determine the covariance and correlation for the joint probability density function fry(x, y) = e* over the range 0< x and 0 < y.
Example 2.1.1 Let S = R, and suppose P is a probability measure on R. Define F(x) by F(x) = P((-∞, x]), XER. (2.3) Then (i) F is right continuous,
Suppose X and Y have the following joint distribution: (please refer to image attached) Find the distributions of X and Y. Find Cov (X, Y), i.e. the covariance of X and Y. Find p(X, Y), i.e. the correlation of X and Y.
Example 18.2 For the probability density of a system of random variables (X, Y): f(x, y) = 0.5 sin (x + y) (0 < x < 7,0 << 7), 2' determine (a) the distribution function of the system, (b) the expectations of X and Y, (c) the covariance matrix.
b. The table below shows the joint probability mass function for the discrete random variables X and Y. Y = 1 Y = 2 X = 0 X = 1 X = 2 0.07 0.23 0.18 0.05 0.29 0.18 Calculate and interpret the covariance between variables X and Y i.e. Cov(X,Y).

Recommended textbooks for you

MATLAB: An Introduction with Applications

Statistics

ISBN:

9781119256830

Author:

Amos Gilat

Publisher:

John Wiley & Sons Inc

Probability and Statistics for Engineering and th…

Statistics

ISBN:

9781305251809

Author:

Jay L. Devore

Publisher:

Cengage Learning

Statistics for The Behavioral Sciences (MindTap C…

Statistics

ISBN:

9781305504912

Author:

Frederick J Gravetter, Larry B. Wallnau

Publisher:

Cengage Learning

MATLAB: An Introduction with Applications

Statistics

ISBN:

9781119256830

Author:

Amos Gilat

Publisher:

John Wiley & Sons Inc

Probability and Statistics for Engineering and th…

Statistics

ISBN:

9781305251809

Author:

Jay L. Devore

Publisher:

Cengage Learning

Statistics for The Behavioral Sciences (MindTap C…

Statistics

ISBN:

9781305504912

Author:

Frederick J Gravetter, Larry B. Wallnau

Publisher:

Cengage Learning

Elementary Statistics: Picturing the World (7th E…

Statistics

ISBN:

9780134683416

Author:

Ron Larson, Betsy Farber

Publisher:

PEARSON

The Basic Practice of Statistics

Statistics

ISBN:

9781319042578

Author:

David S. Moore, William I. Notz, Michael A. Fligner

Publisher:

W. H. Freeman

Introduction to the Practice of Statistics

Statistics

ISBN:

9781319013387

Author:

David S. Moore, George P. McCabe, Bruce A. Craig

Publisher:

W. H. Freeman

SEE MORE TEXTBOOKS

as sh below (t=0); (t=0.5); and the covariance matrix for X and X2. rite the second-order probability density function for RVs X, and X₂.