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Please see the problem in the attachment. Consider three random variables X, Y, and Z, with known variances and covariances. Assume that Var(X) > 0,

Please see the problem in the attachment.

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Consider three random variables X, Y, and Z, with known variances and covariances. Assume that Var(X) > 0, Var(Y) > 0, and that Var(X)Var(Y) 7A Cat? (X, Y). (a) Give a formula for LMSE of Z based on X and Y, assuming X and Y are uncorrelated,. (b) Give a formula for LMSE of Z based on X and Y in the general case

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