Problem 1 (14 points)Show that the autocovariance function can be written asγ(s, t) = E[(xs − μs)(xt − μt)] = E(xsxt) − μsμtwhere E(xt) = μt and E(xs) = μs
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Problem 1 (14 points)
Show that the autocovariance function can be written as
γ(s, t) = E[(xs − μs)(xt − μt)] = E(xsxt) − μsμt
where E(xt) = μt and E(xs) = μs
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