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X(t) is a random process with a constant mean value of 2 and the autocorrelation function
Rx(τ) = 4 [e-0.2|τ| + 1].
[1] Let X be the Gaussian random variable obtained by sampling the process at t = ti and let
The probability that [x ≤ 1] is [2 marks]
(a) 1 – Q(0.5)
(b) Q(0.5)
(c) Q(1/2√2)
(d) 1- Q(1/2√2)
[2] Let Y and Z be the random variables obtained by sampling X(t) at t =2 and t = 4 respectively. Let W = Y – Z. The variance of W is [2 marks]
(a) 13.36
(b) 9.36
(c) 2.64
(d) 8.00asked in Electronics and Communication Engineering, 2003
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