The vwf finds the linear estimate of s hx that minimizes


Question: Show that the mean-squared error in the estimation of s is

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The VWF finds the linear estimate of s = Hx that minimizes the mean squared error E(||s^ - s||2). Consequently, the mean squared error in the VWF is less than that in the BLUE.

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Mathematics: The vwf finds the linear estimate of s hx that minimizes
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