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Unformatted text preview: E[( Y ( A X + B )) 2 ] and E[(( Y Y ) a ( X X )) 2 ] are minimum, then a = A . 5. Let X and Y be two jointly distributed Gaussian random variables having distribution N ( x , y , x , y , r xy ) Let V = a X + b Y and W = c X + d Y . Show that V and W are jointly Gaussian and nd the parameters that characterize their joint density. 6. Papoulis 72 (82 in 3rd edition). 7. Papoulis 73 (83 in 3rd edition). 8. Papoulis 74 (84 in 3rd edition). ( Hint: Use characteristic Functions) 9. Papoulis 77 (87 in 3rd edition). 1...
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 Spring '08
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