# Estimation based on a function of the observation. Let be a…

Question Estimation based on a function of the observation. Let be a… Estimation based on a function of the observation. Let ? be a positive random variable, withknown mean ? and variance ?2, to be estimated on the basis of a measurement X of theform X =and known fourth moment E[W4]. Thus, the conditional mean and variance of X given ? are 0 and ?, respectively, so we are essentially trying to estimate the variance of X given an observed value.(a) Find the linear LMS estimator of ? based on X = x.(b) Let Y = X2. Find the linear LMS estimator of ? based on Y = y.Image transcription textEstimation based on a function of the observation. Let E) be a positive random variable, with known mean ,aand variance 02, to be estimated on the basis of a measurement X of the form X : x/E_)W. We assume that W isindependent of 9 with zero mean, unit variance, and known fourth moment E[W4]. Thus, the condi… Show more… Show more  Math Statistics and Probability STAT 321 Share QuestionEmailCopy link Comments (0)