2.2 Suppose X(t) is a Gaussian random process with a mean EXt 5 0 and autocorrelation function RXX 5 e2jj . Assume that the random

2.2 Suppose X(t) is a Gaussian random process with a mean E½XðtÞ 5 0 and autocorrelation function RXXðτÞ 5 e2jτj . Assume that the random variable A is defined as follows: A 5 ðB 0 XðtÞdt where B is a uniformly distributed random variable with values between 1 and 5 and is independent of the random process X(t). Determine the following:

a. E½A

b. σ2 A