Given the variance components, the Bayes estimate of the secular trend is a linear combination of the
Question:
Given the variance components, the Bayes estimate of the secular trend is a linear combination of the fitted mean vector and the fitted residual
\[
\tilde{\mu}=P Y+L \Sigma^{-1} Q Y \text {, }
\]
where \(P Y\) and \(Q Y\) are independent Gaussian vectors. Use this representation to approximate \(\operatorname{cov}(\tilde{\mu})\).
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Question Posted: