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(a) A Gaussian random process X(t) has zero mean and a power spectral density given below. Find the probability that X(t) takes a value outside the interval (-1.5 ... + 1.5). S_{XX}(?) 0.5? -2 -1 0 1 2 ? (b) The random process in (a) is affected by additive Gaussian white noise with zero mean and a variance of ?^2_{NN} = 0.25, resulting in a noisy process Z(t). The noise N(t) is independent from X(t). Find the probability that Z(t) takes a value outside the interval (-1.5 ... + 1.5).

          (a) A Gaussian random process X(t) has zero mean and a power spectral density given below. Find the probability that X(t) takes a value outside the interval (-1.5 ... + 1.5).
S_{XX}(?)
0.5?
-2 -1 0 1 2 ?
(b) The random process in (a) is affected by additive Gaussian white noise with zero mean and a variance of ?^2_{NN} = 0.25, resulting in a noisy process Z(t). The noise N(t) is independent from X(t). Find the probability that Z(t) takes a value outside the interval (-1.5 ... + 1.5).
        
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(a) A Gaussian random process X(t) has zero mean and a power spectral density given below. Find the probability that X(t) takes a value outside the interval (-1.5 ... + 1.5).
SXX(?)
0.5?
-2 -1 0 1 2 ?
(b) The random process in (a) is affected by additive Gaussian white noise with zero mean and a variance of ?^2NN = 0.25, resulting in a noisy process Z(t). The noise N(t) is independent from X(t). Find the probability that Z(t) takes a value outside the interval (-1.5 ... + 1.5).

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Elementary Statistics a Step by Step Approach
Elementary Statistics a Step by Step Approach
Allan G. Bluman 9th Edition
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A Gaussian random process X(t) has zero mean and a power spectral density given below. Find the probability that X(t) takes a value outside the interval (-1.5 ... + 1.5). (b) The random process in (a) is affected by additive Gaussian white noise with zero mean and a variance of σ^2_NN = 0.25, resulting in a noisy process Z(t). The noise N(t) is independent from X(t). Find the probability that Z(t) takes a value outside the interval (-1.5 ... + 1.5).
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Transcript

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00:01 Hello students, let's do this question.
00:03 In this question, a gaussian phantom process, x of t follows normal distribution with mean zero and standard deviation of 1.
00:12 Then we have to find out x of t text values, tax values outside the interval minus 1 .5 to up to so on plus 1 .5.
00:28 So first we calculate between minus 1.
00:31 1 .5 to 1 .5, that is probability that minus 1 .5 less than or equal to x of t, less than or equal to 1 .5, which becomes equal to probability that minus 1 .5 minus 0 divided by 1 less than or equal to z of t, less than or equal to 1 .5 minus zero divided by 1, equal to probability that minus 1 .5 less than or equal to z of t less than or equal to 1 .5 equal to probability that z of t less than or equal to 1 .5 minus probability that z of t less than or equal to minus 1 .5.
01:15 And we found this probabilities by using z table which is 0 .9332 minus 0 .0668 equals to 0 .8664...
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