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