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irowif

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Suppose that Θ , 𝑋1 , and 𝑋2 have zero means. Furthermore, 𝖡𝖺𝗋(𝑋1)=𝖡𝖺𝗋(𝑋2)=𝖡𝖺𝗋(Θ)=4, and π–’π—ˆπ—(Θ,𝑋1)=π–’π—ˆπ—(Θ,𝑋2)=π–’π—ˆπ—(𝑋1,𝑋2)=1. The LLMS estimator of Θ based on 𝑋1 and 𝑋2 is of the form Ξ˜Λ†=π‘Ž1𝑋1+π‘Ž2𝑋2+𝑏 . Find the coefficients π‘Ž1 , π‘Ž2 , and 𝑏 . Hint: To find 𝑏 ,...
5 years ago

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