Gaussian Process Quiz

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Questions and Answers

What is the name of the process described in the text?

  • Gaussian distribution
  • Statistical model
  • Multivariate normal distribution
  • Stochastic process (correct)

What is the definition of a Gaussian process?

  • A process that has a multivariate normal distribution (correct)
  • A process that has a normal distribution
  • A process that has a univariate normal distribution
  • A process that has a linear combination of distributions

What is the variance of a Gaussian process?

  • Finite (correct)
  • Infinite
  • Variable
  • Constant

What is the relationship between strict-sense and wide-sense stationarity for a Gaussian stochastic process?

<p>They are equivalent (D)</p>
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What is an example of an explicit representation for stationary Gaussian processes?

<p>μℓ and σℓj are the means and covariances of the variables in the process (B)</p>
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