{"id":880,"date":"2016-09-24T10:15:28","date_gmt":"2016-09-24T15:15:28","guid":{"rendered":"http:\/\/blog.espol.edu.ec\/estg1003\/?p=880"},"modified":"2026-04-05T16:28:34","modified_gmt":"2026-04-05T21:28:34","slug":"2eva2010tii_t2-fiec-autocorrelacion","status":"publish","type":"post","link":"https:\/\/blog.espol.edu.ec\/algoritmos101\/stp-2eva\/2eva2010tii_t2-fiec-autocorrelacion\/","title":{"rendered":"2Eva2010TII_T2 FIEC Autocorrelaci\u00f3n"},"content":{"rendered":"<h3>2da Evaluaci\u00f3n II T\u00e9rmino 2010-2011. Febrero, 2011. FIEC03236<\/h3>\n<p><strong>Tema 2<\/strong> (30 puntos). Asuma que <strong>X<\/strong>(t) = <strong>A<\/strong>t +<strong>B<\/strong> es un proceso estoc\u00e1stico.<br \/>\n<strong>A<\/strong> y <strong>B<\/strong> son variables aleatorias independientes que tienen ambas la misma funci\u00f3n de densidad uniforme en [-1,1].<\/p>\n<p>Determine:<\/p>\n<p>a) El valor esperado E[<strong>X<\/strong>(t)] y autocorrelaci\u00f3n R<sub>X<\/sub>(t,t+\u03c4)<br \/>\nb) la funci\u00f3n de densidad f<sub>X<\/sub>(x) de la variable aleatoria de <strong>X<\/strong>(1)<br \/>\nc) \u00bfExiste un valor de t<sub>1<\/sub> y t<sub>2<\/sub> para los cuales <strong>X<\/strong>(t<sub>1<\/sub>) y <strong>X<\/strong>(t<sub>2<\/sub>) son variables aleatorias independientes? demuestre su respuesta<\/p>\n","protected":false},"excerpt":{"rendered":"<p>2da Evaluaci\u00f3n II T\u00e9rmino 2010-2011. Febrero, 2011. FIEC03236 Tema 2 (30 puntos). Asuma que X(t) = At +B es un proceso estoc\u00e1stico. A y B son variables aleatorias independientes que tienen ambas la misma funci\u00f3n de densidad uniforme en [-1,1]. Determine: a) El valor esperado E[X(t)] y autocorrelaci\u00f3n RX(t,t+\u03c4) b) la funci\u00f3n de densidad fX(x) [&hellip;]<\/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":[210],"tags":[215],"class_list":["post-880","post","type-post","status-publish","format-standard","hentry","category-stp-2eva","tag-autocorrelacion"],"_links":{"self":[{"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/posts\/880","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=880"}],"version-history":[{"count":3,"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/posts\/880\/revisions"}],"predecessor-version":[{"id":23514,"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/posts\/880\/revisions\/23514"}],"wp:attachment":[{"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/media?parent=880"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/categories?post=880"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/tags?post=880"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}