Question
Problem 8 Let X, Y , and Z have joint pdf fX;Y;Z (x; y; z) = k(x + y + z) for 0 x 1;
Problem 8
Let X, Y , and Z have joint pdf
fX;Y;Z (x; y; z) = k(x + y + z) for 0 x 1; 0 y 1; 0 z 1:
1. Find the minimum mean square error linear estimator for Y given X and Z.
2. Find the minimum mean square error estimator for Y given X and Z.
3. Compare the mean square error of the estimators in parts 1 and 2.
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Linear Algebra
Authors: Jim Hefferon
1st Edition
978-0982406212, 0982406215
