Find the autocorrelation function

Assignment Help Basic Statistics

Reference no: EM131216437

Let be a modified version of the random telegraph process. The process switches between the two states with the time between switches following exponential distributions, Also, the starting state is determined by flipping a biased coin so that

Pr(X(0)=1) = p and

Pr(X(0)=-1) = 1 - p.

(a) Find Pr(X(t)=1) and Pr(X(t)=-1).

(b) Find the mean function, μ_X(t).

(d) Is given process Wss?

Reference no: EM131216437

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