J johnsmith New member Joined Jan 11, 2018 Messages 1 Jan 11, 2018 #1 Let Z(t)=Xcost+Ysint, where X and Y are mutually independent Gaussian random variables, and E[X]=E[Y]=0, D[X]=D[Y]=1. Please give: (1) Z(t)’s probability density function; (2) The joint probability density function of Z(t1) and Z(t2).

Let Z(t)=Xcost+Ysint, where X and Y are mutually independent Gaussian random variables, and E[X]=E[Y]=0, D[X]=D[Y]=1. Please give: (1) Z(t)’s probability density function; (2) The joint probability density function of Z(t1) and Z(t2).

mmm4444bot Super Moderator Staff member Joined Oct 6, 2005 Messages 10,354 Jan 11, 2018 #2 This is a tutoring forum; we don't complete student assignments. Please read the forum guidelines, and then show what you've tried or thought about (so far).

This is a tutoring forum; we don't complete student assignments. Please read the forum guidelines, and then show what you've tried or thought about (so far).