Question

Let A and B be independent random variables with means 1, and variances 1 and 2, respectively.

Let X=A−B and Y=A+B.

Find the coefficients c1 and c2 of the Linear Least Mean Squares (LLMS) estimator YˆLLMS=c1X+c2 of Y based on X.

c1= unanswered

c2= unanswered

Answer 1

We do not do your homework for you. Although it might take more effort to do the work on your own, you will profit more from your effort. We will be happy to evaluate your work though.

Answer 2

c1= -1/3
c2= 2

Answer 3

Thanks for the unsollicited advice PsyDAD.