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Suppose that y + + -+ -+- z, where: (a) (b) z is independent of all the Xi's and has a Gaussian distribution wit,h

Suppose that y + + -+ -+- z, where: (a) (b) z is independent of all the Xi's and has a Gaussian distribution wit,h mean 1 and variance 1. We wish to express y as a linear fimction of :rl, ... , :r5. What is the linear fimction that minimizes MSE? What is the mean squared error of the fllnction in (a)?

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