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Assume that we have measured a single observation of a random variable X . The model for X is X= (1 B ) G 1
Assume that we have measured a single observation of a random variableX. The model forXis
X=(1B)G1+BG2
whereBhas the following distribution:
P[B=0]=P[B=1]=12
G1is(0,2)andG2is(,2). Assume thatand2are known and thatB,G1,andG2are independent.
(a)Find the posterior distribution ofB.
(b)Find the MMSE (minimum mean square error estimator) estimator ofB. Plot the estimator as a function ofX.
(c)Find the MAP (maximum a posteriori estimation) estimator ofB. Plot the estimator as a function ofX.
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