{"id":973,"date":"2016-10-24T14:13:26","date_gmt":"2016-10-24T19:13:26","guid":{"rendered":"http:\/\/blog.espol.edu.ec\/estg1003\/?p=973"},"modified":"2026-04-05T16:34:45","modified_gmt":"2026-04-05T21:34:45","slug":"3eva2012tii_t3-fiec-autocorrelacion","status":"publish","type":"post","link":"https:\/\/blog.espol.edu.ec\/algoritmos101\/stp-3eva\/3eva2012tii_t3-fiec-autocorrelacion\/","title":{"rendered":"3Eva2012TII_T3 FIEC autocorrelaci\u00f3n"},"content":{"rendered":"\n<h2 class=\"wp-block-heading\">3ra Evaluaci\u00f3n II T\u00e9rmino 2012-2013. Febrero 14, 2013. FIEC03236<\/h2>\n\n\n\n<p><strong>Tema 3<\/strong> (25 puntos). Sea <strong>X<\/strong>(t) un proceso estoc\u00e1stico normal y estacionario, con autocorrelaci\u00f3n:<\/p>\n\n\n<span class=\"wp-katex-eq katex-display\" data-display=\"true\"> R_{X} = \\frac{1}{1+\\tau ^2} +1 <\/span>\n\n\n\n<p>Determinar:<\/p>\n\n\n\n<p>a) P(|<strong>X<\/strong>(2)| \u2264 2)<\/p>\n\n\n\n<p>b) La matriz de covarianzas de la variable aleatoria tridimensional [<strong>X<\/strong>(0), <strong>X<\/strong>(1), <strong>X<\/strong>(3)]<\/p>\n\n\n\n<p>c) La funci\u00f3n de densidad de la variable aleatoria <strong>Z<\/strong>=<strong>X<\/strong><sup>2<\/sup>(2)<\/p>\n\n\n\n<p>d) La autocorrelaci\u00f3n del proceso estoc\u00e1stico <strong>Y<\/strong>(t)=4*<strong>X<\/strong>(t+1)+t<\/p>\n\n\n\n<p><strong>R\u00fabrica<\/strong>:\u00a0 literal a (4 puntos), literal b (6 puntos), literal c (10 puntos), literal d (5 puntos)<\/p>\n","protected":false},"excerpt":{"rendered":"<p>3ra Evaluaci\u00f3n II T\u00e9rmino 2012-2013. Febrero 14, 2013. FIEC03236 Tema 3 (25 puntos). Sea X(t) un proceso estoc\u00e1stico normal y estacionario, con autocorrelaci\u00f3n: Determinar: a) P(|X(2)| \u2264 2) b) La matriz de covarianzas de la variable aleatoria tridimensional [X(0), X(1), X(3)] c) La funci\u00f3n de densidad de la variable aleatoria Z=X2(2) d) La autocorrelaci\u00f3n del [&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":[212],"tags":[],"class_list":["post-973","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\/973","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=973"}],"version-history":[{"count":4,"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/posts\/973\/revisions"}],"predecessor-version":[{"id":23527,"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/posts\/973\/revisions\/23527"}],"wp:attachment":[{"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/media?parent=973"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/categories?post=973"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/tags?post=973"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}