Ch4-95 2丌 E(XY cos(t)cos(t +a)dt=cos a 0 2丌2 cov(X,r)=cosa 丌 E(X)=」0 cos t.dt 2丌2 D(X)= 2 E(r)=cos(t+a) D(Y) 2丌2 2 Pxy =cos aCh4-95     cos 2 1 2 1 ( ) cos( )cos( ) 2 0 = +  =  E XY t t dt cos 2 1 cov(X,Y) = , 2 1 2 1 ( ) cos ( ) , 2 1 2 1 ( ) cos 2 0 2 2 2 0 2 2 = +  = =  =   E Y t dt E X t dt      , 2 1 ( ) , 2 1 ( ) = = D Y D X  XY = cos