An pbservation y of the random vectro Y=gA=Z isd made with the goal of estimating the scalar quatity A in noise Z. The vector h as all the elements equal to 1 (all vectors are column vectors);Z~N(0,sigma_z^2I), is independent of A and A ~N(m_A,sigma_A^2). two types of linear estimoars are considered: 1) Ahat1=c1'Y, with c1 set ion accordance with the least squares principle (the fact that A is random with known statistics is ignored) 2)Ahat2=c2'Y, with c2 set in accordance with the linear MMSE principle (the fact that A is randopm with known statistics is used). if ma=1, sigma_a^2=3,sigma_z^2=10 and M=10 observations: is this true? E{(Ahat_1-A)^2}=1,E{(Ahat_2-A)^2}=.8