Answer: If a process is zero-mean white noise, then it must be Gaussian white noise.

## Explanation Let's analyze each statement: **Statement A: "If a process is zero-mean white noise, then it must be Gaussian white noise."** - This is **FALSE** and the correct exception. - Zero-mean white noise only requires the process to have zero mean, constant variance, and be serially uncorrelated. - It does NOT require the distribution to be Gaussian/normal. White noise can follow other distributions (e.g., uniform, exponential, etc.). **Statement B: "If a process is Gaussian (aka, normal) white noise, then it must be (zero-mean) white noise."** - This is TRUE. - Gaussian white noise implies the process is white noise (zero mean, constant variance, serially uncorrelated) AND normally distributed. **Statement C: "If a process is Gaussian (aka, normal) white noise, then it must be independent white noise."** - This is TRUE. - For Gaussian processes, lack of correlation implies independence. Therefore, Gaussian white noise is automatically independent white noise. **Statement D: "If a process is stationary, has zero mean, has constant variance and it serially uncorrelated, then the process is white noise."** - This is TRUE. - This is the standard definition of white noise: stationary process with zero mean, constant variance, and no serial correlation. Therefore, the only false statement is **A**, making it the correct answer to "each of the following statements is true except."

Author: LeetQuiz .