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

Question

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

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Answer 2

c1= -1/3
c2= 2

Answer 3

Thanks for the unsollicited advice PsyDAD.