{"id":948,"date":"2016-09-24T13:03:48","date_gmt":"2016-09-24T18:03:48","guid":{"rendered":"http:\/\/blog.espol.edu.ec\/estg1003\/?p=948"},"modified":"2026-04-05T16:27:46","modified_gmt":"2026-04-05T21:27:46","slug":"2eva2011tii_t2-fiec-autocorrelacion","status":"publish","type":"post","link":"https:\/\/blog.espol.edu.ec\/algoritmos101\/stp-2eva\/2eva2011tii_t2-fiec-autocorrelacion\/","title":{"rendered":"2Eva2011TII_T2 FIEC autocorrelaci\u00f3n"},"content":{"rendered":"\n<h2 class=\"wp-block-heading\">2da Evaluaci\u00f3n II T\u00e9rmino 2011-2012. Febrero 2, 2012. FIEC03236<\/h2>\n\n\n\n<p><strong>Tema 2<\/strong> (30 puntos). Sea <strong>X<\/strong>(t) un proceso estoc\u00e1stico normal y estacionario de media 0 y autocorrelaci\u00f3n:<\/p>\n\n\n<span class=\"wp-katex-eq katex-display\" data-display=\"true\"> R_{X} (\\tau) = \\frac{1}{1+ \\tau ^2} , \\tau \\in \\Re <\/span>\n\n\n\n<p>Sea <strong>A<\/strong> una variable aleatoria discreta, independiente de <strong>X<\/strong>(t) y que verifica P(A=0)=1\/2, P(A=1)=1\/2.<\/p>\n\n\n\n<p>Determinar:<\/p>\n\n\n\n<p>a) P[ <strong>X<\/strong>(t+2) &lt; 1+<strong>X<\/strong>(t+1)+X(t) ]<\/p>\n\n\n\n<p>b) P[ <strong>X<\/strong>(t) &gt; A ]<\/p>\n\n\n\n<p>c) La funci\u00f3n de densidad de la variable aleatoria <br><strong>Z<\/strong>=[ <strong>X<\/strong>(3)-<strong>X<\/strong>(2) ]<sup>2<\/sup>.<\/p>\n\n\n\n<p>&nbsp;<\/p>\n\n\n\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>2da Evaluaci\u00f3n II T\u00e9rmino 2011-2012. Febrero 2, 2012. FIEC03236 Tema 2 (30 puntos). Sea X(t) un proceso estoc\u00e1stico normal y estacionario de media 0 y autocorrelaci\u00f3n: Sea A una variable aleatoria discreta, independiente de X(t) y que verifica P(A=0)=1\/2, P(A=1)=1\/2. Determinar: a) P[ X(t+2) &lt; 1+X(t+1)+X(t) ] b) P[ X(t) &gt; A ] c) La [&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":[],"class_list":["post-948","post","type-post","status-publish","format-standard","hentry","category-stp-2eva"],"_links":{"self":[{"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/posts\/948","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=948"}],"version-history":[{"count":4,"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/posts\/948\/revisions"}],"predecessor-version":[{"id":23510,"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/posts\/948\/revisions\/23510"}],"wp:attachment":[{"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/media?parent=948"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/categories?post=948"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/tags?post=948"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}