Paocam:
Random stochasti. oun o a
Aandom on o
A
xE) |t GT}
Aandun coaiablo
sa hau s, hauy
a funetin tuo
aly funcbin
Aandom
Lsaalo te T
is a Aual nol
x5)
)
nandom yaiabl
2 E4 Lnsumble.
is ealld an Lolleetin
samh frl:
fol:
family d ix_eo)}
calld Samh
t'au fns ):
Hat ob uows
Randm oanasl
Aandum roun
Hat
discd
when
as 0, , 2.
n
Hun
Con imo ws
lull
on
tHrong
rholicati tu fac nol:
X
Thun s U , 2, 3. - 6
famy
shich
ouem
hamelm lanabls
for any
kandenn
Contidu
in a atudan intuual.
cala numb inemng
duwnatin t uits
o
itual (o, t) T= (o, )
calls n
Thin
Ronolom ealas hous:
clamjeation calld
walus tadsan d continuows
dinotd hy s . Dyudig hanemty sh T.
shoa, ndia)
clossed ito fen tyhs
S and
hand om dis ute
calld
Hu
Aandm ros
clisent Hin
distu
) Th stat. au s may b oun s callo
hanolom
Connuo ws Thn
may
dio tut
hadon hous, :
buy buy shll
Continuous
i)) stat.
stat. sac S
ha.den oun s Callid
bi discti
T ay
Conlinuows handom sgune
at ti bigir ig
mont
hady
w) E4 bot
Continuous
calldl a
oun Loate
in a olQm at
inot th
c9a'osl
x(H) is a hdnolumm
fimt odn odist. bat.in
thu
F( ,t) P[x«) s n] is Calld Colhd
ixe) ad fa,)
wohich
mehouy
instatouous amikda
K6) , X(6)
H Aandn Lvaually
Join distabdin
nd is cal.d
G, )
Jso f(2, *4 t, ta)
F (, ealhd
ixy
distibtln
Can Hu
R.P Ext}
listba'on
hat is
ta) PlxE) sa, xt) 2,
* ,; t,
E(3,
Hun Ha. Je
Con
t,
distn hanale suna,
mas functim
Colaln Coaance fundm
vawal, Thnt mn
E(XH) L9lich lo a ntin tiou
and is call nbh aueg x)
laon btwn Hum is dinotdy Kxxlk) dyidy
Thn, Rxx (t, Ez) = E(xt,),xl)]
Calld auto canulatin
Hu
hohich suces
obawiablis o) xw} Thi Covaiany huwn Hm
hand o
Gxylt,l )
hnctd sy Gxx(t, tz)
Ekh)- Pe))(xt) -))
Cou( Xt,), xt)) -
Ceelatm
callid
olindtd
Cxx lt t, )
XE,) X(t) lt) la)
Loheu
calud
CLuh conlati
Thm handm on
CxyCh bz),
aurocovrone w'anei funetim
tuntin Rxx lt, )
feloing otin holo
thi
Rxx
Rx
E
i) Rxx(E, t,)
(G b)
i) (t, t) Cxx
- RlE;) RC,)
) Rxy Lt, ta)
Cxx (t,
Rxxlt, t)
v) T RlE)
(t sy
P- ) Kxxlt, bz) = E [xt,) xtk))= E[ xlk) xtH) ]
Rxx CG b, )
,) = E(E) - (6)) (x) -Bl6)) J
") Cxx (E,
(t)) (xE) -k(t)
=E(ltz) -
X2) PG)+(4)R(JJ
-
-E] X\H) (6)
+ Rct)R))
z0
= R, )
îs olunot.d by Rxy (l, ta)
(G
S btun Him
coulatin tuntin
odyind
E[x(ti) yltz)]
kxy (t,te)
AQmdom vawasls.
Hu
ylt,)
Couaniay funcn duynd as
t, t.) and
dunotud by Cxy
X(6,) Ylte))
a Coo((
Cxy (t,tz) =E(x)-H)(yh)lt)
coulatim cofii
(E, t )
(t, )
(E, t) Gxy
calld uaclatd
hand hen fo caley
walus
Two buteun ttum
coulatin
th
hamd
Ry (ta t)
b)
Tkin ) Rxy (t, tz)
- (E,)Rt)
) a Rxy (t, tz)
n) Cxy (b
0
Thn Cxy
-Ry,(t 4)
)Ye)- +J]
-)
E)
i0) y lt, ty)
-RE)Ylta) - E)J
t) =E[&t,)
) Cxy(k,
’ Coyltt) Rylt, t:)
Consil
ohu A, 9 indyhdt and uito,
A Cos (st+ 9)
andn saias ows (-k, k ) (-k, F) hctih
xH x)
man
fo: Rxx Ct,t )
Loulatm
in) Ate
Aulo CoLaan
CxX
wi)
wSS Paoun o n -<,k)
TS unitrm a-(-lk,I)
Giun A K-(-)
A
sth
r),
9-(-n, 7)
7-(-1
man
Thin
A Cos (hh+0)
A,9 aul
( Sahe
(a,
dig
i in( ,k) =
mman
c) ElA)o
Subl: a 0,
x ) is giun by
Awocoalatin functin d
)
t) :e(xlt,) xt,))
Rxnlt
oslot0)
(wt,s e) xA
= E +)
9) (os(ot,
Coskol,t
E(A) E (e) )
=
2 I<
k3
3
2IC
E(qe)) g0) e) de
Cslot,+ e) ot,+e)
cos (9-6))
e) + lo (ot, + 9 - os-)
Cos ( 1ot, +O+ ot,+
Cos olt, t)+ 28 +
nsino(b, tt) +28) +
(T-(-I7)
k+2^ - sin k-2 t oswlt -t)
40 2
sin -(2mH)
-Sin( 217-1)
sinl-<)
sinle
hslh-b)
+ 27 Cos
R(t, )
Ces lolty-t)
- o
KCos Lol,-tz)
2
-E(x2(6))-(E(xto)
v)
E|x) x))
- RHEH
Rxx
Cxylt, t) K (o olt -t) =
Pb 2 Consilu a handm on
Aanden 9auaby B
andl
handem oamial
itnual - , r] .Find man
unfomly disttd in ha
auhcoulatin
Laucs) )
Giun E(G) =0,
2j
Maen
mean EB (sot +9)
Sinu B,
E(B) ( cos (5el9))
) = Ex(t) x(t)
Autocolatin x( = Rxxlt, ta
9)x 3(s(So, +g))
=E BCos (sot, +
(os (Sot t8)J
=t(s sot,+
Cos (Sol, 9)
g)
E(B) c(H))
-)
Abo
os (sotzt9) d
Cos (sol, +)
t )+2g) + ossolt,- ) dg
Zni J Cos (solE,
sin(Solt,tt)+29
t (os sblt,-)a
+2n- sin(slt, tI)-2r
-sin(2T-K)
-sihk)
t )2r) J
Cos (solt,-
Cos(Solt,-ta)
CsSolt,-tz)
Rxy (E,tz) 2
Tt io a sss Paooun
ih man
Sandom houss hih )
2) Suyhon Xit) is -0.2 |t,-t)
autoulation
Dutuin the man
wX(8)
Sauahl
=Ple)
Soln: e [xc]- 3
Thatig E(Z)3
:e(x)) = 3
E() 3
- 3
E (x(s))
RE, b, ) > 9+4y
-o25-+]
R(S, S)
E(Zw) - El2) E( )
let
Cos (Z, w) a
= 2 |9S2
(3)2
9+4-Orz|s-s
RS, S) -9
handoy donuabls lo, z)
nonaly disaibtud
Madytnd
Loamancy
oblaun ty co
E(B)= O
AMi
-Ea)
Lsan(a) = E(A)
Swilah ELB)>2
Auocowie
Rlt,
EA
Rt) = c(x(t,))= SunAt, E3)
- Ced t, EA) +
x , ) -o
E(xt,)
CoG ElAB)
sis dt,
SihAt, ECAB) +
E(A) + cos Al
stt, + SanA
Ss mocs
) x ) iy a
oh
a
xHl = a
oblun Hi men
9 Consh
cdu(ard snd
fiat
(.'a,ba
ECL) 0 E(ab) Key l ) 20
Gun E(a) z0
tsan(a) >E(ay-la)"
eBosbl
E6) 4 2 (a) E 3)
Ela2)+ at9t
Conl-
Rlt,tz ) =
cosoh +bsitt)
cel, +banok,) (a
E|
ctit, 6t, ociselh, -t )
= coo (xriJ xt) )
Auo Cosawminc d xt)
=Cxlt, t,)
* y ollows
hit mean 262
a
nead dist
262
