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Category > Statistics Posted 22 May 2017 My Price 8.00

A simple way to reduce noise is to perform what is called a moving average

A simple way to reduce noise is to perform what is called a moving average on a signal. Mathematically, the moving average operation can be written as

where Xk are samples of the signal assumed to be IID random variables with mean 2 and variance 3.

(a) Find the mean and the variance of Yn for L = 12.

(b) Based on the Central Limit Theorem, write an expression for the PDF of Y .

(c) How large does L have to be for the variance of Y to be less than 0.1?

(d) For the value of L obtained in (c), what is Pr[|Y − my | > 0.1]?

 

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Alpha Geek
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Status NEW Posted 22 May 2017 06:05 AM My Price 8.00

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file 1495434974-Answer.docx preview (191 words )
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