As in an earlier exercise, we assume that the random variables Θ and X are described by a joint PDF which is uniform on the triangular set defined by the constraints 0≤x≤1 , 0≤θ≤x .
a) Find an expression for the conditional mean squared error of the LMS estimator given that X=x , valid for x∈[0,1] . Express your answer in terms of x using standard notation.
b) Find the (unconditional) mean squared error of the LMS estimator.
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