Stochastic Process problem

Asked Jan 25 '21 at 23:05

Active Jan 25 '21 at 23:05

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I recently started learning about stochastic processes and i found a problem in order to familiarize myself somehow better. Since this is something new for me, the thing is i don't even know how to approach such a problem.

Suppose you have 2 independent variables X and Y. If X follows a uniform distribution in -1 ≤ x ≤ 1 and Ȳ = 2 then calculate the parameter u(t) for the stochastic process u(t) = Ye^(Xt).

Can you please help me understand how to solve such a problem? Thanks in advance!

asked Jan 25 '21 at 23:05

Notoriousphd

As is stays now, $u(t)$ is a random variable, too. Which is the source of the problem? – dan_fulea Jan 25 '21 at 23:15
I found it in my Signals and Systems book – Notoriousphd Jan 25 '21 at 23:42
Well, if there is no mean / expectation in the definition of $u(t)$, there is nothing that can be said. – dan_fulea Jan 26 '21 at 00:00
I think u(t) is the unit step function. This has to do with signals after all – Notoriousphd Jan 26 '21 at 00:03
Yes, but with the definition above, $u(t)$ is not a (function of a) parameter, it is a random variable. We know a lot about it, but there is nothing to be calculated. – dan_fulea Jan 26 '21 at 00:32

Stochastic Process problem

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