Observation Y = X + N, where X and N are independent Gaussians with
⢠Means E [X] = m and E [N] = 0
⢠and Variances E[(X - m)²] = Ļx² and E [N²] = ĻN²
Match the parameter, estimate, or mean square error (MSE) with the correct expression label from the table below. Some choices may not match or match more than 1.
A
B
C
D
E
E[Y] =
VAR[Y] =
COV[XY] =
Correlation Coefficient (rho) =
MSE Estimate of X =
MSE of MSE Estimate of X =
MAP Estimate of X =
MSE of MAP Estimate of X =
ML Estimate of X =
MSE of ML Estimate of X =
F
G
H
I
J
p(y-m)+m
Ļ
1+
Ļ
(y+m)-m
Ļε (1 ā ϲ)
m
Ļ
+
Ļ
Ļ
+
Ļ
Ļ
(y-m)+m
Ļ