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This is all the question. No other information, Suppose X(t) is a white Gaussian noise random process having a mean value E[X(t)] = 0 and

This is all the question. No other information,

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Suppose X(t) is a white Gaussian noise random process having a mean value E[X(t)] = 0 and autocorrelation function Rx(r) = 406(r). Find the mean value and variance of the random variable Y = X(t) dt. 0

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