For the time delayed ramp process xt from problem 1031 find


For the time delayed ramp process X(t) from Problem 10.3.1, find for any t ≥ 0

(a) The expected value function µX (t)

(b) The autocovariance function CX (t,τ).

Problem 10.3.1

Let W be an exponential random variable with PDF

Find the CDF FX(t)(x) of the time delayed ramp process X(t) = t - W.

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Basic Statistics: For the time delayed ramp process xt from problem 1031 find
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