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Unformatted text preview: y and z are not necessarily statistically independent, show that E [ x  y , z ] = E [ x  y , ˆ z ] , where ˆ z = zE [ z  y ] . 7. Let w = [ X,Y,Z ] T be a zero mean jointly Gaussian random vector with covariance matrix K w = 4 2 1 2 2 1 1 1 1 . (a) Find α such that XαY and Y are independent. (b) What is the conditional expectation E [ X 2  Y ]? (c) Find the probability density function (pdf) for S = X + 2 Y . (d) Find the conditional density f X  Y,Z ( Y,Z ) ....
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This note was uploaded on 11/28/2010 for the course EE 301 taught by Professor Gfung during the Winter '10 term at National Chiao Tung University.
 Winter '10
 GFung

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