Mathematics, 17.04.2020 02:17 bfredfred3668
Let X=U+W with E[U]=m , Var(U)=v , E[W]=0 , and Var(W)=h . Assume that U and W are independent. The LLMS estimator of U based on X is of the form U^=aX+b . Find a and b . Express your answers in terms of m , v , and h using standard notation.
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Let X=U+W with E[U]=m , Var(U)=v , E[W]=0 , and Var(W)=h . Assume that U and W are independent. The...
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