saeddawoud
Full Member level 3
Hello every body
I want to ask something about the covariance:
Why when we want to compute the autocorrelation function, we change the variables? e.g.: suppose n1=integral (n(t)f1(t) dt) and n2=integral (n(t)f2(t) dt), where n1 and n2 are Gaussian RV with zero mean and common variance N0/2. now the cov(n1 n2) = E(n1 n2) = E(integral(n(t)f1(t) dt integral(n(a)f2(a) da)), can't we say E(n1 n2) = E(integral(n(t)f1(t) dt integral(n(t)f2(t) dt)). and why??
hope I explain the point.
I want to ask something about the covariance:
Why when we want to compute the autocorrelation function, we change the variables? e.g.: suppose n1=integral (n(t)f1(t) dt) and n2=integral (n(t)f2(t) dt), where n1 and n2 are Gaussian RV with zero mean and common variance N0/2. now the cov(n1 n2) = E(n1 n2) = E(integral(n(t)f1(t) dt integral(n(a)f2(a) da)), can't we say E(n1 n2) = E(integral(n(t)f1(t) dt integral(n(t)f2(t) dt)). and why??
hope I explain the point.