Random Processes

5. (20 points) Random Processes Let g (t) be the rectangular pulse shown below. The random process X(t) is defined as X(t) = Ag(t), where A is uniformly distributed between -1 and + 1. 0 g (t) = (1, if0 t = 1 10, otherwise (a) (10 pts) Find my(t). (b) (10 pts) Find the autocovariance function: Cx(t, t + d).In your own words, define multivariate analysis. Name the most important factors contributing to the increased application of techniques for multivariate data analysis in the last decade. List and describe the multivariate data analysis techniques described in this chapter. Cite examples for which each technique is appropriate. Explain why and how the various multivariate methods can be viewed as a family of techniques.8. Suppose that the p.d.f. of a random variable X is as follows: 1 n :r: 59: e for a: > 0, a: = ' ) {0 otherwise. Suppose also that for any given value X = x (a; > (J)1 the 11 random variables 1\