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- Suppose observations yt follow a linear trend + white noise stochastic process: Yt = c+ Bt + €t Ez ~ WN(0, o²) (a) Derive it’s unconditional mean. (b) Derive it's unconditional variance function. (c) Derive it's autocorrelation function. (d) Is yt covariance stationary ? Explain.A study of the isopluvial maps revealed that at Najaf Al-Ashraf a maximum rainfall depth of 175 mm in 18 hr has a return period of 100 years. The probability of an 18 hr rainfall equal to or greater than 175 mm occurring at Najaf Al-Ashraf at least once in 50 years is4.1.8 An article in Electric Power Systems Research ["Model- ing Real-Time Balancing Power Demands in Wind Power Sys- tems Using Stochastic Differential Equations" (2010, Vol. 80(8), pp. 966-974)] considered a new probabilistic model to balance power demand with large amounts of wind power. In this model, the power loss from shutdowns is assumed to have a triangular distribution with probability density function f(x) = -5.56 × 10-4 +5.56 × 10-6x, 4.44 x 10-³-4.44 × 10-6x, 0, { x = [100, 500] x € [500, 1000] otherwise Determine the following: a. P(X 800) d. Value exceeded with probability 0.1.
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