Question
The elements of the sequence (a) are independent binary random variables taking values of 1 with equal probability. Consider the random variable: b =
The elements of the sequence (a) are independent binary random variables taking values of 1 with equal probability. Consider the random variable: b = a + ka-1 where k is a constant. The autocorrelation of b, is: R(m) = E[bb-ml. (a) Express R(0) in terms of k. (b) Express R(-1) in terms of k.
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Probability And Statistics
Authors: Morris H. DeGroot, Mark J. Schervish
4th Edition
9780321500465
