Question: Suppose that X(t) is a nonmal process with mean and auto covariance function H(t) = 3 C(t,, t) = 4e-0.2]t-t2l %3D Respectively. a. Find

Suppose that X(t) is a nonmal process with mean and auto covariance

Suppose that X(t) is a nonmal process with mean and auto covariance function H(t) = 3 C(t,, t) = 4e-0.2]t-t2l %3D Respectively. a. Find the probability that X(5) S 2 b. Find the probability that |X(8) - X(5)| < 1.

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