Example 19.1.6 This example is slightly different from Example 19.1.4. A random
process X(t) is given by X(t) ¼ A sin(vt þ f) as shown in Fig. 19.1.11, where A is a uniformly
distributed random variable with mean mA and variance sA 2 . We will find the mean,
variance, autocorrelation, autocovariance, and normalized autocovariance of X(t).