(Solution Library) Show that if X(t) is a wss process with derivative X^prime(t), then for a given t the random variables X(t) and X^prime(t) are orthogonal and
Question: Show that if \(X(t)\) is a wss process with derivative \(X^{\prime}(t)\), then for a given \(t\) the random variables \(X(t)\) and \(X^{\prime}(t)\) are orthogonal and uncorrelated.
Deliverable: Word Document 
![[Step-by-Step] Show that, if EX^2=EY^2=EX Y, then](/images/solutions/MC-solution-library-72205.jpg "[Step-by-Step] Show that, if EX^2=EY^2=EX Y, then X=Y in MS sense.")
[Step-by-Step] Show that, if EX^2=EY^2=EX Y, then X=Y in MS sense.
Solution: f_x x(x, y)=1 / π, x^2+y^2 ≤q 1; zero, otherwise.
![[See Solution] X and Y have joint](/images/solutions/MC-solution-library-72207.jpg "[See Solution] X and Y have joint density function f_x x(x, y)=lB")
[See Solution] X and Y have joint density function f_x x(x, y)=lB
(Solution Library) Given the joint probability density function
![[Steps Shown] If X_i, i=1,2, ..., n,](/images/solutions/MC-solution-library-72209.jpg "[Steps Shown] If X_i, i=1,2, ..., n, are independent random variables")
[Steps Shown] If X_i, i=1,2, ..., n, are independent random variables
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