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For random variables X and Y from Problem 9.1.4, find L(Y), the linear minimum mean square error estimator of X given Y.
Problem 9.1.4
X and Y have the joint PDF
(a) What is fX|Y (x|y)?
(b) What is M (y), the minimum mean square error estimate of X given Y = y?
(c) What is fY |X (y|x)?
(d) What is M (x), the minimum mean square error estimate of Y given X = x?
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