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Recall that for two independent random variables X and Y with PDFs fx and fy, respec- tively, the joint PDF of X and Z, where

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Recall that for two independent random variables X and Y with PDFs fx and fy, respec- tively, the joint PDF of X and Z, where Z = X + Y, is given by fxz(x, =) = fx(x)fy(z-x). Consider two independent exponential random variables X] and X2 with parameter 1. Let Yi = X1, Y2 = X1 + X2. Find the MMSE estimate of Y using Y2

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