📖 Explanation
We are given: f(t)=∑n=1Nan,p(t−nT) an : zero-mean, unit-variance, pairwise independent p(t)=1 for t∈[0, 0.5T] , and 0 otherwise (i) Mean of f(t) :We use linearity of expectation: E[f(t)]=∑n=1NE[an]⋅p(t−nT) But E[an]=0 for all n , so: E[f(t)]=0 for all t ⇒ Mean is zero and time-independent So, (i) is TRUE (ii) Autocorrelation function Rf(t,τ)=E[f(t)f(t+τ)] : Expand: f(t)=∑n=1Nanp(t−nT) f(t+τ)=∑m=1Namp(t+τ−mT) So: E[f(t)f(t+τ)]=E[∑n=1N∑m=1Nanam,p(t−nT)p(t+τ−mT)] Since an are zero-mean and pairwise independent: E[anam]=0 for n=m , and E\[a_n^2]$ = 1Soonlydiagonaltermssurvive:E[f(t)f(t + \tau)] = \sum_{n=1}^{N} p(t - nT) \cdot p(t + \tau - nT)Note:p(t - nT) \cdot p(t + \tau - nT)dependsontand\tau,sothesumdependsont\Rightarrow$ Autocorrelation is not time-invariant So, (ii) is FALSE