Output process with steady state mean


Suppose that Y1; Y2; : : : is an output process with steady-state mean  and that Y (n) is the
usual sample mean based on n observations. Consider plotting Y (n) as a function of n and
let l0 be the point beyond which Y (m) does not change appreciably. Is l0 a good warmup
period in the sense that E[Yi]   for i > l0 and also that l0 is not excessively large? Why? 

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Other Subject: Output process with steady state mean
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