2. (32 points) Let A and B be independent Gaussian random variables with A ~ Normal (0,031) and B N Normal (0, 0123). Dene the stochastic process X (t) = At + B. One can interpret this relationship as the slope is a random variable A, and the yintercept is a random variable B. (a) (16 points) Find the mean function m X (t) and the auto-covariance function CX,X (151,152) Is this process WSS? Why or why not? (b) (16 points) What is the linear least squares estimate of the intercept B based on the observation X(t0) = $0