{"id":1044,"date":"2016-10-26T07:04:23","date_gmt":"2016-10-26T12:04:23","guid":{"rendered":"http:\/\/blog.espol.edu.ec\/estg1003\/?p=1044"},"modified":"2026-04-05T16:33:48","modified_gmt":"2026-04-05T21:33:48","slug":"3eva2012tiii_t5-fiec-matriz-de-covarianza","status":"publish","type":"post","link":"https:\/\/blog.espol.edu.ec\/algoritmos101\/stp-3eva\/3eva2012tiii_t5-fiec-matriz-de-covarianza\/","title":{"rendered":"3Eva2012TIII_T5 FIEC matriz de covarianza"},"content":{"rendered":"\n<h2 class=\"wp-block-heading\">3ra Evaluaci\u00f3n III T\u00e9rmino 2012-2013. Abril 19, 2013. FIEC03236<\/h2>\n\n\n\n<p><strong>Tema 5<\/strong> (20 puntos). Un proceso estoc\u00e1stico estacionario <strong>X<\/strong>(t) tiene media E[X(t)] = 0 y autocorrelaci\u00f3n:<\/p>\n\n\n<span class=\"wp-katex-eq katex-display\" data-display=\"true\"> R_{X} (\\tau) = 4 e^{-3| \\tau |} , \\tau \\in \\Re<\/span>\n\n\n\n<p>a) Calcular la P[X(1)&gt;1]. (4 puntos)<\/p>\n\n\n\n<p>b) Calcular la matriz de covarianza de la v.a. [X(1),X(2),X(3)-X(1)]. (8 puntos)<\/p>\n\n\n\n<p>c) Calcular la P[X(3)-X(1)&gt;1\/X(2)&gt;1]. (8 puntos)<\/p>\n","protected":false},"excerpt":{"rendered":"<p>3ra Evaluaci\u00f3n III T\u00e9rmino 2012-2013. Abril 19, 2013. FIEC03236 Tema 5 (20 puntos). Un proceso estoc\u00e1stico estacionario X(t) tiene media E[X(t)] = 0 y autocorrelaci\u00f3n: a) Calcular la P[X(1)&gt;1]. (4 puntos) b) Calcular la matriz de covarianza de la v.a. [X(1),X(2),X(3)-X(1)]. (8 puntos) c) Calcular la P[X(3)-X(1)&gt;1\/X(2)&gt;1]. (8 puntos)<\/p>\n","protected":false},"author":8043,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"wp-custom-template-entrada-stp-ejercicios","format":"standard","meta":{"footnotes":""},"categories":[212],"tags":[],"class_list":["post-1044","post","type-post","status-publish","format-standard","hentry","category-stp-3eva"],"_links":{"self":[{"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/posts\/1044","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/users\/8043"}],"replies":[{"embeddable":true,"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/comments?post=1044"}],"version-history":[{"count":4,"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/posts\/1044\/revisions"}],"predecessor-version":[{"id":23521,"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/posts\/1044\/revisions\/23521"}],"wp:attachment":[{"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/media?parent=1044"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/categories?post=1044"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/tags?post=1044"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}