Consider a Probability Density Function (PDF) 1/2 (X, – X7)² 2g(T)² f'TF(T – t)h(t)]² dt/ 1 P(Xr,T; Xq, 0) = exp (2ng(T)² S'IF(T – t)h(t)]² dt, where f(T – t) is a general function, g(T) and h(t) are time-dependent functions. (a) Calculate the first moment of the PDF (b) Calculate the second moment of the PDF (c) Calculate the variance.
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