Question: a) Define the following statistical concepts given any two fluctuations (random, variables) X, Y i) covariance ii) correlation iii) autocorrelation iv) correlation coefficient b)

a) Define the following statistical concepts given any two fluctuations (random, variables)

a) Define the following statistical concepts given any two fluctuations (random, variables) X, Y i) covariance ii) correlation iii) autocorrelation iv) correlation coefficient b) Define the following signal concepts i) Power spectrum ii) Energy spectrum iii) power spectral density iv) energy spectral density v) cross-correlation of two process vi) cross power spectral density

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Answer A The statistical terms you raised have been defined as follows i Covariance Covariance is a statistical measure of the degree to which two random variables X and Y vary together It provides a ... View full answer

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