Letnbspnbspbe a sequence of iid zero-mean gaussian random, Ask an Expert

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Let be a sequence of IID zero-mean Gaussian random variables with variance

a) Write a MATLAB program to generate the process

(b) Estimate the mean function of this process by generating a large number of realizations of the random process and computing the sample mean.

(c) Compute the time-averaged mean of the process from a single realization. Does this seem to give the same result as the ensemble mean estimated in part (b)?

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Category:- Statistics and Probability
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