Let X = [X1, X2.Xn] T be a vector of random variables where each component is independent
Question:
(a) Find the mean vector, E [X].
(b) Find the correlation matrix, Rxx = E [XXT].
(c) Find the covariance matrix, CXX = E [(X –E[X]) (X –E[X]) T].
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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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