Unformatted text preview: (c) Find the expected number of ﬁsh that he catches. (d) Find the expected total ﬁshing time, given that he has been ﬁshing for four hours. 2. Problem 8.29 in textbook. 3. Follow the notations in the lecture note for this problem. Justify that the innovations process is white, and give an expression for the correlation matrix E [˜ z [ i +1 | i ]˜ z H [ j +1 | j ]] for all i and j . 4. Problem 9.10 in textbook....
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- Winter '10
- Probability theory, Exponential distribution, total fishing time, ﬁsherman catches