Question: mister a uscrete fallon variable / tilat takes off vailles ill fI, . . . , h with proba- bilities p, ...,p. Also consider &

mister a uscrete fallon variable / tilat takes
mister a uscrete fallon variable / tilat takes off vailles ill fI, . . . , h with proba- bilities p, ...,p. Also consider & deterministic signals s.(t), i = 1,..., k. We define the stochastic process Y(t) as Y(t) = 57(t). Hence Y (t) = s.(t) when Z = i. (a) Find E(Y (t))

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