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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 7-2 (8-2 in 3rd edition). 7. Papoulis 7-3 (8-3 in 3rd edition). 8. Papoulis 7-4 (8-4 in 3rd edition). ( Hint: Use characteristic Functions) 9. Papoulis 7-7 (8-7 in 3rd edition). 1...
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- Spring '08