Primera Calificada de Procesos

Primera Calificada de Procesos - Quispe Cama Christian...

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Quispe Cama Christian Robert e2 ! Yangali PRIMERA PC DE PROCESOS ESTOCASTICOS 1.  Tenemos: a)  Sean  . Calcular:  Dado   el   teorema,   en   nuestro   ejercicio,   vemos   que:       y  Hallamos la matriz  . Como   es invertible, usamos el segundo caso. Teorema.-  Sea (M, N) dos variables aleatorias gaussianas. Entonces:     sea     conjuntamente  gaussianas. Si   es invertible, entonces: Si   no es invertible, entonces:
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Quispe Cama Christian Robert e2 ! Yangali b)  Asuma que  . Calcular:   Usamos el primer caso del teorema dado las condiciones de nuestro problema, asi  tendremos:      y    . Por la propiedad reproductiva de la Normal, la  suma   y   la   resta   de   dos   Variables   Normales   resultan   ser   Normales   ambas   e  independientes. Si son independientes, entonces   , por lo tanto: Hallemos su media y variancia de la variable “m”.
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  • Spring '09
  • CiriloAlvarez
  • Variable aleatoria, Función de densidad de probabilidad, Aleatoriedad, Sistema Internacional de Unidades, Proceso estocástico

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