An ensemble member of a stationary random process X(t) is sampled at N times t₁, i = 1, 2, ..., N. By treating the samples as random variables X; = X(t), an estimate or measurement й of the mean value X process is sometimes formed by averaging the samples: = E[X(t)] of the For the random process and samples defined in Problem 8 let an estimate of the variance of the process be defined by =- 1 N N Σ (Χ, - 82 Show that the mean value of this estimate is N-1 E[0] στ N

A First Course in Probability (10th Edition)
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Chapter1: Combinatorial Analysis
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An ensemble member of a stationary random process X(t) is sampled at N
times t₁, i = 1, 2, ..., N. By treating the samples as random variables X; =
X(t), an estimate or measurement й of the mean value X
process is sometimes formed by averaging the samples:
= E[X(t)] of the
Transcribed Image Text:An ensemble member of a stationary random process X(t) is sampled at N times t₁, i = 1, 2, ..., N. By treating the samples as random variables X; = X(t), an estimate or measurement й of the mean value X process is sometimes formed by averaging the samples: = E[X(t)] of the
For the random process and samples defined in Problem 8 let an estimate
of the variance of the process be defined by
=-
1 N
N
Σ (Χ, - 82
Show that the mean value of this estimate is
N-1
E[0]
στ
N
Transcribed Image Text:For the random process and samples defined in Problem 8 let an estimate of the variance of the process be defined by =- 1 N N Σ (Χ, - 82 Show that the mean value of this estimate is N-1 E[0] στ N
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