2. [Poor, IV.F.4] Suppose we have a single observation y of a random variable Y given by Y = N + e,
where N is a Gaussian random variable with mean zero and variance
a2. The parameter e is a random variable, independent of N, with probability mass function
w(0) = p(e = to= {1/2, if 0 = -1;
(a) Assuming the parameter set A = IR, find iimmse and OMAP
(b) Under what conditions are the two estimates in part (a) approximately equal? (Give more than one condition.)