Gaussian random variable with mean zero and variance

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2. [Poor, IV.F.4] Suppose we have a single observation y of a random variable Y given by Y = N + e,

where N is a Gaussian random variable with mean zero and variance

a2. The parameter e is a random variable, independent of N, with probability mass function

w(0) = p(e = to= {1/2, if 0 = -1;
(a) Assuming the parameter set A = IR, find iimmse and OMAP
(b) Under what conditions are the two estimates in part (a) approximately equal? (Give more than one condition.)

Reference no: EM131075972

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