Suppose, X, Y, and Z are independent, zero- mean, unit- variance Gaussian random variables. (a) Using the
Question:
(a) Using the techniques outlined in Section 6.4.2, find the characteristic function of
W = XY + XZ + YZ.
(b) From the characteristic function found in part (a), find the mean and variance of .
(c) Confirm your answer in part (b) by finding the mean and variance of W directly. In this part, you may want to use the result of the Gaussian moment factoring theorem developed in Exercise 6.18.
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Related Book For
Probability and Random Processes With Applications to Signal Processing and Communications
ISBN: 978-0123869814
2nd edition
Authors: Scott Miller, Donald Childers
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