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Official PYQ · 2020

GATE EC 2020 Set 1 Q24 — Probability and Statistics

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The random variable Y=∫−∞∞W(t)ϕ(t)dt, where ϕ(t)={1;5≤t≤70;otherwiseY=\int_{-\infty }^{\infty }W\left ( t \right )\phi \left ( t \right )dt, \text{ where } \phi \left ( t \right )=\begin{cases} 1; & 5\leq t\leq 7 &\\ 0; & \text{otherwise} \end{cases} and W(t)W(t) is a real white Gaussian noise process with two-sided power spectral density SW(f)=3W/HzS_{W}\left ( f \right )=3 W/Hz, for all ff. The variance of YY is ________.
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Answer: 6:6

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