Question: See attached Random Variable from Random Process [5+10 points] Let X(t) be a strictly stationary continuous-time random process having mean E[X (t)] = 3 and

See attached

Random Variable from Random Process [5+10 points] Let X(t) be a strictly stationary continuous-time random process having mean E[X (t)] = 3 and autocorrelation function Rx(T) = 9 tell. Let Y A S, X (t) dt. (a) Find the mean value of Y. (b) Find the variance of Y. Hint: Assume that the order of the expectation and integration operations are interchange- able

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