1

Random Signals and Systems

Solutions of Homework #3

1.

2.

3.











2
4.
























3
5.



0001 . 0 ] [
] 02 . 0 [
]) 02 . 0 [ ( ] ) 02 . 0 [(
]) 02 . 0 | ( ] 02 . 0 | [ ] 02 . 0 | [
2
2
2 2
= =
+ =
+ + =
> > = >
T Var
T Var
T E T E
T E T T E T T Var






4
6.
Let f be the probability density function of Y . Since for t 0,
1 ) ( 2 ) ( ) ( ) ( ) (
2 2 2 2
u = s s = s = s = s t t X t P t X P t X P t Y P

we have that

>
= s =

. 0
0
2
1
4
) ( ) (
2 /
4
otherwise
t e t
t Y P
dt
d
t f
t
t