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] = $\sigma_x^2$ and E[N²] = $\sigma_N^2$
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.
$\frac{\rho \sigma_x}{\sigma_y}(y - m) + m$
$\sigma_x \sqrt{\frac{1}{1 + \frac{\sigma_x^2}{\sigma_N^2}}}$
$\frac{\sigma_x^2}{\sigma_x^2 + \sigma_N^2}$
$\frac{\sigma_x}{\sigma_y}(y + m) - m$
$\sigma_x^2 (1 - \rho^2)$
m
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 =
