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Let A denote the set of all points (x, y) in the two-dimensional plane that satisfy the constraints: (1): x 2 + y 2 2
Let A denote the set of all points (x, y) in the two-dimensional plane that satisfy the constraints: (1): x 2 + y 2 2 and (2): x 0. Note that A is a semi-circular region. Consider a pair of random variables (X, Y ) that is uniformly distributed over the region A. (a) Find the covariance of X and Y . (b) Find the linear MMSE estimate of X in terms of Y .
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