Use y to form a linear estimate of x1

Reference no: EM131083787

X is a 3-dimensional random vector with E[X] = 0 and autocorrelation matrix R_X with elements

Y is a 2-dimensional random vector with

Use Y to form a linear estimate of X₁:

(a) What are the optimum coefficients and ₂?

(b) What is the minimum mean square error e∗ L?

(c) Use Y1 to form a linear estimate of X₁: ₁ = aY₁ + b. What are the optimum coefficients a∗ and b∗? What is the minimum mean square error e∗_L?

Reference no: EM131083787

Questions Cloud

Calculate the chi-square test statistic : Calculate the estimate of the overall proportion (p) of the population that prefer dogs over cats that is to be used in calculating the test statistic. Give your answer as a decimal to 2 decimal places

How did american leaders justify overseas expansion : How did American leaders justify overseas expansion and ventures in the 1890s? Not all Americans agreed - how did some respond to this policy?

Fit a multiple regression equation : Draw a scatter plot. Fit a multiple regression equation. Calculate the predicted average systolic blood pressure of a baby with birth weight 8 128 oz measured at 3 days of life.

What were economic implications of gold rush in california : What were the economic implications of the Gold Rush in California? (i.e. What happened to the prices of food, housing, etc.). Why was there such a desire to move out west? What kind of people chose to do this?

Use y to form a linear estimate of x1 : X is a 3-dimensional random vector with E[X] = 0 and autocorrelation matrix RX with elements

What is the weight percentage manganese in a sample : What is the weight percentage manganese in a sample that had a Mn-to-Ba count ratio of 0.735?

Data sets giving least squares estimates : For each of the four sets of data given below (Anscombe.1973), plot y verses x. The data are given in the file Anscombe. Fit a straight line to each of the data sets giving least squares estimates, ANOVA table, and R squared.

Evaluate jobs using system you just created : Your next step is to evaluate jobs using system you just created. The expectation is that you will complete evaluations for the 14 jobs as part of the simulation.

Find the mmse estimator of q : For a certain coin, Q, is a uniform (0, 1) random variable. Given Q = q, each flip is heads with probability q, independent of any other flip. Suppose this coin is flipped n times. Let K denote the number of heads in n flips.

User Account

All Pages