Expectation of random process The Next CEO of Stack OverflowCompound Poisson process: calculate $Eleft( sum_k=1^N_tX_k e^t-T_k right)$, $X_k$ i.i.d., $T_k$ arrival timeexpectation value for minimum distance between random variablesCan sum of two random variables be uniformly distributedUncountable family of random variablesExpectation over 2 random variables, help neededRenewal process - sample spaceIs multiplication of a correlated random variable and a independent random variable, an independent random variableMean Value of a Random ProcessMean and Variance, Uniformly distributed random variablesWeak stationarity for a stochastic process $X(t) $

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Expectation of random process



The Next CEO of Stack OverflowCompound Poisson process: calculate $Eleft( sum_k=1^N_tX_k e^t-T_k right)$, $X_k$ i.i.d., $T_k$ arrival timeexpectation value for minimum distance between random variablesCan sum of two random variables be uniformly distributedUncountable family of random variablesExpectation over 2 random variables, help neededRenewal process - sample spaceIs multiplication of a correlated random variable and a independent random variable, an independent random variableMean Value of a Random ProcessMean and Variance, Uniformly distributed random variablesWeak stationarity for a stochastic process $X(t) $










0












$begingroup$


I have a random process defined as



$$X(t) = A sin(omega t + phi)$$



where A and $omega$ are independent. $phi$ is distributed $U[0,2pi]$.



I would like to find $E[X(t)]$.



I believe the answer is $0$ because the multiplication of 2 expectation of independent random variables is the product of the expectation of each. i.e. $E[X(t)] = E[A] E[sin(omega t + phi)]$.



Since $phi$ is distributed uniformly over a cycle, the mean of the $sin()$ term must be zero thereby making the whole quantity 0.



Is this correct?










share|cite|improve this question









$endgroup$
















    0












    $begingroup$


    I have a random process defined as



    $$X(t) = A sin(omega t + phi)$$



    where A and $omega$ are independent. $phi$ is distributed $U[0,2pi]$.



    I would like to find $E[X(t)]$.



    I believe the answer is $0$ because the multiplication of 2 expectation of independent random variables is the product of the expectation of each. i.e. $E[X(t)] = E[A] E[sin(omega t + phi)]$.



    Since $phi$ is distributed uniformly over a cycle, the mean of the $sin()$ term must be zero thereby making the whole quantity 0.



    Is this correct?










    share|cite|improve this question









    $endgroup$














      0












      0








      0





      $begingroup$


      I have a random process defined as



      $$X(t) = A sin(omega t + phi)$$



      where A and $omega$ are independent. $phi$ is distributed $U[0,2pi]$.



      I would like to find $E[X(t)]$.



      I believe the answer is $0$ because the multiplication of 2 expectation of independent random variables is the product of the expectation of each. i.e. $E[X(t)] = E[A] E[sin(omega t + phi)]$.



      Since $phi$ is distributed uniformly over a cycle, the mean of the $sin()$ term must be zero thereby making the whole quantity 0.



      Is this correct?










      share|cite|improve this question









      $endgroup$




      I have a random process defined as



      $$X(t) = A sin(omega t + phi)$$



      where A and $omega$ are independent. $phi$ is distributed $U[0,2pi]$.



      I would like to find $E[X(t)]$.



      I believe the answer is $0$ because the multiplication of 2 expectation of independent random variables is the product of the expectation of each. i.e. $E[X(t)] = E[A] E[sin(omega t + phi)]$.



      Since $phi$ is distributed uniformly over a cycle, the mean of the $sin()$ term must be zero thereby making the whole quantity 0.



      Is this correct?







      stochastic-processes random-variables






      share|cite|improve this question













      share|cite|improve this question











      share|cite|improve this question




      share|cite|improve this question










      asked Mar 19 at 20:51









      AvedisAvedis

      667




      667




















          2 Answers
          2






          active

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          1












          $begingroup$

          Yes, if $(A,omega,phi)$ is mutually independent.



          Indeed, if $(A,omega,phi)$ is mutually independent, then $A$ is independent of $(omega,phi)$ so you can write $mathbb E[X(t)]=mathbb E[A]mathbb E[sin(omega t+phi)]$.



          Moreover, $omega$ is independent of $phi$ so
          $$
          mathbb E[sin(omega t+phi)]=mathbb E[sin(omega t)cos(phi)]+mathbb E[sin(phi)cos(omega t)]=mathbb E[sin(omega t)]mathbb E[cos(phi)]+mathbb E[sin(phi)]mathbb E[cos(omega t)]=0
          $$



          I used the formula $sin(a+b)=sin(a)cos(b)+sin(b)cos(a)$ because it requires the least knowledge in probability theory. If you are more familiar with the probability theory, here is another way to conclude: since $omega$ and $phi$ are independent, we have
          $$
          mathbb E[sin(omega t+phi)]=mathbb E[f(omega t)],
          $$

          where $f:mathbb Rtomathbb R$ is defined for all $xinmathbb R$ by $f(x)=mathbb E[sin(x+phi)]=0$.






          share|cite|improve this answer









          $endgroup$




















            0












            $begingroup$

            $newcommandbbx[1],bbox[15px,border:1px groove navy]displaystyle#1,
            newcommandbraces[1]leftlbrace,#1,rightrbrace
            newcommandbracks[1]leftlbrack,#1,rightrbrack
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            newcommandverts[1]leftvert,#1,rightvert$

            beginalign
            &bbox[10px,#ffd]int_0^2piAsinparsomega t + phi,ddphi over 2pi =
            left.phantomLarge A
            -,A over 2pi,cosparsomega t + phi,rightvert_ phi = 0^ phi = 2pi
            \[5mm] = &
            -,A over 2pi,cosparsomega t + 2pi + A over 2pi,cosparsomega t + 0 =
            bbx0
            endalign




            $dscos$ is a periodic function of period $ds2pi$.







            share|cite|improve this answer









            $endgroup$













              Your Answer





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              2 Answers
              2






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              active

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              active

              oldest

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              1












              $begingroup$

              Yes, if $(A,omega,phi)$ is mutually independent.



              Indeed, if $(A,omega,phi)$ is mutually independent, then $A$ is independent of $(omega,phi)$ so you can write $mathbb E[X(t)]=mathbb E[A]mathbb E[sin(omega t+phi)]$.



              Moreover, $omega$ is independent of $phi$ so
              $$
              mathbb E[sin(omega t+phi)]=mathbb E[sin(omega t)cos(phi)]+mathbb E[sin(phi)cos(omega t)]=mathbb E[sin(omega t)]mathbb E[cos(phi)]+mathbb E[sin(phi)]mathbb E[cos(omega t)]=0
              $$



              I used the formula $sin(a+b)=sin(a)cos(b)+sin(b)cos(a)$ because it requires the least knowledge in probability theory. If you are more familiar with the probability theory, here is another way to conclude: since $omega$ and $phi$ are independent, we have
              $$
              mathbb E[sin(omega t+phi)]=mathbb E[f(omega t)],
              $$

              where $f:mathbb Rtomathbb R$ is defined for all $xinmathbb R$ by $f(x)=mathbb E[sin(x+phi)]=0$.






              share|cite|improve this answer









              $endgroup$

















                1












                $begingroup$

                Yes, if $(A,omega,phi)$ is mutually independent.



                Indeed, if $(A,omega,phi)$ is mutually independent, then $A$ is independent of $(omega,phi)$ so you can write $mathbb E[X(t)]=mathbb E[A]mathbb E[sin(omega t+phi)]$.



                Moreover, $omega$ is independent of $phi$ so
                $$
                mathbb E[sin(omega t+phi)]=mathbb E[sin(omega t)cos(phi)]+mathbb E[sin(phi)cos(omega t)]=mathbb E[sin(omega t)]mathbb E[cos(phi)]+mathbb E[sin(phi)]mathbb E[cos(omega t)]=0
                $$



                I used the formula $sin(a+b)=sin(a)cos(b)+sin(b)cos(a)$ because it requires the least knowledge in probability theory. If you are more familiar with the probability theory, here is another way to conclude: since $omega$ and $phi$ are independent, we have
                $$
                mathbb E[sin(omega t+phi)]=mathbb E[f(omega t)],
                $$

                where $f:mathbb Rtomathbb R$ is defined for all $xinmathbb R$ by $f(x)=mathbb E[sin(x+phi)]=0$.






                share|cite|improve this answer









                $endgroup$















                  1












                  1








                  1





                  $begingroup$

                  Yes, if $(A,omega,phi)$ is mutually independent.



                  Indeed, if $(A,omega,phi)$ is mutually independent, then $A$ is independent of $(omega,phi)$ so you can write $mathbb E[X(t)]=mathbb E[A]mathbb E[sin(omega t+phi)]$.



                  Moreover, $omega$ is independent of $phi$ so
                  $$
                  mathbb E[sin(omega t+phi)]=mathbb E[sin(omega t)cos(phi)]+mathbb E[sin(phi)cos(omega t)]=mathbb E[sin(omega t)]mathbb E[cos(phi)]+mathbb E[sin(phi)]mathbb E[cos(omega t)]=0
                  $$



                  I used the formula $sin(a+b)=sin(a)cos(b)+sin(b)cos(a)$ because it requires the least knowledge in probability theory. If you are more familiar with the probability theory, here is another way to conclude: since $omega$ and $phi$ are independent, we have
                  $$
                  mathbb E[sin(omega t+phi)]=mathbb E[f(omega t)],
                  $$

                  where $f:mathbb Rtomathbb R$ is defined for all $xinmathbb R$ by $f(x)=mathbb E[sin(x+phi)]=0$.






                  share|cite|improve this answer









                  $endgroup$



                  Yes, if $(A,omega,phi)$ is mutually independent.



                  Indeed, if $(A,omega,phi)$ is mutually independent, then $A$ is independent of $(omega,phi)$ so you can write $mathbb E[X(t)]=mathbb E[A]mathbb E[sin(omega t+phi)]$.



                  Moreover, $omega$ is independent of $phi$ so
                  $$
                  mathbb E[sin(omega t+phi)]=mathbb E[sin(omega t)cos(phi)]+mathbb E[sin(phi)cos(omega t)]=mathbb E[sin(omega t)]mathbb E[cos(phi)]+mathbb E[sin(phi)]mathbb E[cos(omega t)]=0
                  $$



                  I used the formula $sin(a+b)=sin(a)cos(b)+sin(b)cos(a)$ because it requires the least knowledge in probability theory. If you are more familiar with the probability theory, here is another way to conclude: since $omega$ and $phi$ are independent, we have
                  $$
                  mathbb E[sin(omega t+phi)]=mathbb E[f(omega t)],
                  $$

                  where $f:mathbb Rtomathbb R$ is defined for all $xinmathbb R$ by $f(x)=mathbb E[sin(x+phi)]=0$.







                  share|cite|improve this answer












                  share|cite|improve this answer



                  share|cite|improve this answer










                  answered Mar 19 at 21:30









                  WillWill

                  5115




                  5115





















                      0












                      $begingroup$

                      $newcommandbbx[1],bbox[15px,border:1px groove navy]displaystyle#1,
                      newcommandbraces[1]leftlbrace,#1,rightrbrace
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                      newcommandverts[1]leftvert,#1,rightvert$

                      beginalign
                      &bbox[10px,#ffd]int_0^2piAsinparsomega t + phi,ddphi over 2pi =
                      left.phantomLarge A
                      -,A over 2pi,cosparsomega t + phi,rightvert_ phi = 0^ phi = 2pi
                      \[5mm] = &
                      -,A over 2pi,cosparsomega t + 2pi + A over 2pi,cosparsomega t + 0 =
                      bbx0
                      endalign




                      $dscos$ is a periodic function of period $ds2pi$.







                      share|cite|improve this answer









                      $endgroup$

















                        0












                        $begingroup$

                        $newcommandbbx[1],bbox[15px,border:1px groove navy]displaystyle#1,
                        newcommandbraces[1]leftlbrace,#1,rightrbrace
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                        beginalign
                        &bbox[10px,#ffd]int_0^2piAsinparsomega t + phi,ddphi over 2pi =
                        left.phantomLarge A
                        -,A over 2pi,cosparsomega t + phi,rightvert_ phi = 0^ phi = 2pi
                        \[5mm] = &
                        -,A over 2pi,cosparsomega t + 2pi + A over 2pi,cosparsomega t + 0 =
                        bbx0
                        endalign




                        $dscos$ is a periodic function of period $ds2pi$.







                        share|cite|improve this answer









                        $endgroup$















                          0












                          0








                          0





                          $begingroup$

                          $newcommandbbx[1],bbox[15px,border:1px groove navy]displaystyle#1,
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                          &bbox[10px,#ffd]int_0^2piAsinparsomega t + phi,ddphi over 2pi =
                          left.phantomLarge A
                          -,A over 2pi,cosparsomega t + phi,rightvert_ phi = 0^ phi = 2pi
                          \[5mm] = &
                          -,A over 2pi,cosparsomega t + 2pi + A over 2pi,cosparsomega t + 0 =
                          bbx0
                          endalign




                          $dscos$ is a periodic function of period $ds2pi$.







                          share|cite|improve this answer









                          $endgroup$



                          $newcommandbbx[1],bbox[15px,border:1px groove navy]displaystyle#1,
                          newcommandbraces[1]leftlbrace,#1,rightrbrace
                          newcommandbracks[1]leftlbrack,#1,rightrbrack
                          newcommandddmathrmd
                          newcommandds[1]displaystyle#1
                          newcommandexpo[1],mathrme^#1,
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                          beginalign
                          &bbox[10px,#ffd]int_0^2piAsinparsomega t + phi,ddphi over 2pi =
                          left.phantomLarge A
                          -,A over 2pi,cosparsomega t + phi,rightvert_ phi = 0^ phi = 2pi
                          \[5mm] = &
                          -,A over 2pi,cosparsomega t + 2pi + A over 2pi,cosparsomega t + 0 =
                          bbx0
                          endalign




                          $dscos$ is a periodic function of period $ds2pi$.








                          share|cite|improve this answer












                          share|cite|improve this answer



                          share|cite|improve this answer










                          answered Mar 19 at 23:51









                          Felix MarinFelix Marin

                          68.9k7109146




                          68.9k7109146



























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