miuY, sigmaX, sigmaYa. compute the covariance of the process Z(t)b. Give an expression for the probability density function (PDF) if the process Z(t).

Let the rabdom process Z(t) be defined byZ(t) = tX + Y,Where X and Y are jointly Gaussian random variables with parameters miuX, miuY, sigmaX, sigmaYa. compute the covariance of the process Z(t)b. Give an expression for the probability density function (PDF) if the process Z(t).