1.(a)find E[(X+Y)^2]
(b)find the variance of X + Y.
(c)under what condition is the variance of the sum equal to the sum of
the individual variance ?
2.let X = aU+bV and Y = cU+dV,where |ad-bc| =\= 0
(a)find the joint characteristic function of X and Y in terms of the
joint characteristic function of U and V.
(b)find an expression for E[XY] in terms of joint moment of U and V.
拜託板上的高手...
這是Leon-Garcia的
Probability and Random Processes for Electrical Engineering , 2nd.
上的第四章的習題....拜託拜託...
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