cgarnett9746 cgarnett9746

24-05-2023
Mathematics

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Let X,Y ~U(0, 1) be independent random variables uniformly distributed over (0, 1) and Z = X+2Y.
(a) Find the LMMSE estimator of X given Z. (b) Find the MMSE estimator of X given Z. Is LMMSE and MMSE estimator the same?

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