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Suppose that X and Y are jointly Gaussian random variables with E [X] = 1, E[Y] = 1,Var(X) = 4,Var(Y) = 9 and p =
Suppose that X and Y are jointly Gaussian random variables with E [X] = 1, E[Y] = 1,Var(X) = 4,Var(Y) = 9 and p = 1/2. Let W = 2X+Y 1. (a) Find E[W] and var(W). (b) Find the best unconstrained estimator 9* (W) of Y based on W and the resulting MSE
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