If {X(t)} is a WSS process with mean u and autocovariance function || for 0 <|미STo C(T) = To 022/2|103

Glencoe Algebra 1, Student Edition, 9780079039897, 0079039898, 2018
18th Edition
ISBN:9780079039897
Author:Carter
Publisher:Carter
Chapter10: Statistics
Section10.1: Measures Of Center
Problem 9PPS
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find the variance of the time average of {X(t)} over (0, T). Also examine if the
process {X(t)} is mean-ergodic.
Transcribed Image Text:find the variance of the time average of {X(t)} over (0, T). Also examine if the process {X(t)} is mean-ergodic.
If {X(t)} is a WSS process with mean u and autocovariance function
o 1.
for 0 <|t|STo
C„(T) =
To
for |디|2 To
Transcribed Image Text:If {X(t)} is a WSS process with mean u and autocovariance function o 1. for 0 <|t|STo C„(T) = To for |디|2 To
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