Gaussian random vector

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1. Find the joint p.d.f. of the signal from Exercise 8.5.1 at t1, t2  1.5, and t3  2.5. Write the integral formula for P(≤ X(1) ≤ 1-≤ X(1.5≤ 3≤ X(2.5≤ 2).

Evaluate the above probability numerically.

2. Show that if a 2D Gaussian random vector Y- (Y1, Y2has uncorrelated components Y1, Y2, then those components are statistically independent random quantities.

Reference no: EM13985257

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