Question: Let {X(t), t [0,)} be defined as X(t) = A +Bt, for all t [0,), where A and B are independent normal N(1,

Let {X(t), t ∈ [0,∞)} be defined as X(t) = A +Bt, for all t ∈ [0,∞),

where A and B are independent normal N(1, 1) random variables.

a. Find all possible sample functions for this random process.

b. Define the random variable Y = X(1). Find the PDF of Y .

c. Let also Z = X(2). Find E[YZ].

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