{"id":959,"date":"2016-09-24T13:37:08","date_gmt":"2016-09-24T18:37:08","guid":{"rendered":"http:\/\/blog.espol.edu.ec\/estg1003\/?p=959"},"modified":"2026-04-05T16:27:06","modified_gmt":"2026-04-05T21:27:06","slug":"2eva2012tii_t2-fiec-autocorrelacion-2","status":"publish","type":"post","link":"https:\/\/blog.espol.edu.ec\/algoritmos101\/stp-2eva\/2eva2012tii_t2-fiec-autocorrelacion-2\/","title":{"rendered":"2Eva2012TII_T2 FIEC autocorrelaci\u00f3n"},"content":{"rendered":"\n<h2 class=\"wp-block-heading\">2da Evaluaci\u00f3n II T\u00e9rmino 2012-2013. Enero 31, 2013. FIEC03236<\/h2>\n\n\n\n<p><strong>Tema 2<\/strong> (30 puntos). Dado <strong>Y<\/strong>(t)=<strong>X<\/strong>(t)-<strong>X<\/strong>(t-d), y conociendo que <strong>X<\/strong>(t) es 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>Determinar:<\/p>\n\n\n\n<p>a) R<sub>X,Y<\/sub>(\u03c4) y S<sub>X,Y<\/sub>(f). (10 puntos)<\/p>\n\n\n\n<p>b) R<sub>Y<\/sub>(\u03c4) y S<sub>Y<\/sub>(f). (10 puntos)<\/p>\n\n\n\n<p>c) P[ X(t+3) &lt; 1+X(t+2)+X(t+1) ]. (10 puntos)<\/p>\n","protected":false},"excerpt":{"rendered":"<p>2da Evaluaci\u00f3n II T\u00e9rmino 2012-2013. Enero 31, 2013. FIEC03236 Tema 2 (30 puntos). Dado Y(t)=X(t)-X(t-d), y conociendo que X(t) es un proceso estoc\u00e1stico normal y estacionario de media 0 y autocorrelaci\u00f3n: Determinar: a) RX,Y(\u03c4) y SX,Y(f). (10 puntos) b) RY(\u03c4) y SY(f). (10 puntos) c) P[ X(t+3) &lt; 1+X(t+2)+X(t+1) ]. (10 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":[210],"tags":[],"class_list":["post-959","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\/959","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=959"}],"version-history":[{"count":4,"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/posts\/959\/revisions"}],"predecessor-version":[{"id":23507,"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/posts\/959\/revisions\/23507"}],"wp:attachment":[{"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/media?parent=959"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/categories?post=959"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/tags?post=959"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}