
Advanced Statistics Advanced Probability and Statistics Math Forum 
 LinkBack  Thread Tools  Display Modes 
February 2nd, 2009, 06:00 PM  #1 
Newbie Joined: Feb 2009 Posts: 4 Thanks: 0  white noise/iid
Let {Zt} be IID N(0,1) noise and define Xt = {Zt, if t is even (Z2t1 – 1) / sqrt(2) , if t is odd } a) Show that {Xt} is WN(0,1) but not iid(0,1) noise. b) Find E(Xn+1 X1, … ,Xn) for n off and n even and compare the results. 

Tags 
noise or iid, white 
Search tags for this page 
Click on a term to search for related topics.

Thread Tools  
Display Modes  

Similar Threads  
Thread  Thread Starter  Forum  Replies  Last Post 
Stereo matching  noise variance  Borneq  Advanced Statistics  0  October 20th, 2013 09:45 AM 
A box contains 3 white, 8 red, 9 blue  rsoy  Algebra  3  October 12th, 2013 01:54 PM 
kurtosis of salt and pepper noise  sky7301  Algebra  0  May 29th, 2013 01:57 AM 
Identify noise in signal  SysInv  Applied Math  3  October 15th, 2010 07:38 PM 
A question referring to the noise of graphing software  johnnytheflipper  Algebra  1  January 13th, 2008 06:29 PM 