What is the mmse estimator of x in terms of y

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Reference no: EM131271492

Consider the pair of bivariate Gaussian random variables, X and Y, where µX = 0. The MMSE estimator for Y in terms of X is YMMSE(X) = 2.

(a) What is E[Y]?

(b) Specify whether X and Y are correlated, uncorrelated, or there isn't enough information to make this determination. Explain.

(c) Specify whether X and Y are independent, dependent, or there isn't enough information to make this determination. Explain.

(d) What is the MMSE estimator of X in terms of Y, XMMSE(Y)?

Reference no: EM131271492

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