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For random variables x and y from problem 914 findnbsply


For random variables X and Y from Problem 9.1.4, find L(Y), the linear minimum mean square error estimator of X given Y.

Problem 9.1.4

X and Y have the joint PDF

(a) What is fX|Y (x|y)?

(b) What is M (y), the minimum mean square error estimate of X given Y = y?

(c) What is fY |X (y|x)?

(d) What is M (x), the minimum mean square error estimate of Y given X = x?

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Basic Statistics: For random variables x and y from problem 914 findnbsply
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