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Let X(t) and Y(t) be independent, wide-sense stationary random process with zero means and the same...

Let X(t) and Y(t) be independent, wide-sense stationary random process with zero means and the same covariance function Cx(t)
Let Z(t) be defined by Z(t) = X(t)coswt + Y(t)sinwt


Find the joint pdf of X(t1) and X(t2) in part b

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