Question: (BONUSI 4. Your friend transmits a signal X. You receive Y = X + Z, where Z is independent of X. Assume both X


(BONUSI 4. Your friend transmits a signal X. You receive Y = X + Z, where Z is independent of X. Assume both X and Z are standard normal. (a) (1 pt) Express the joint PDF of X and Z. (b) (2 pts) Calculate E[Y2]. (c) (1 pt) In fact, Y is Gaussian too. Knowing this, express its PDF. Send a chat
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