Study the process {Nk
Chapter 6, Problem 2(choose chapter or problem)
Study the process {Nk|k = 1, 2,...} in detail as follows. By varying the seedsfor generating random numbers, you get different realizations. For a fixed k,different observed values of Nk for these distinct realizations can be used toestimate the mean and variance of Nk. Using a sample size of 30, estimateE[Nk], Var[Nk] for k = 1, 5, 10, 100, 200, 1000. What can you conclude from thisexperiment?0 5 10 15 20 25 00.51.01.52.02.53.03.5nWnFigure 6.5. Typical sample function of a discrete-time, continuous-state process0 5 10 15 20 25 00.51.01.52.02.53.03.54.04.5tY(t)Figure 6.6. Typical sample function of a continuous-time, continuous-state process
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