# Question: Repeat exercise 6 28 Assuming we wish to find an estimate

Repeat exercise 6.28 Assuming we wish to find an estimate of V given the observation U = u.

(a) Find the MAP estimator of U given the observation V = v.

(b) Find the ML estimator of U given the observation V= v.

(c) Find the LMMSE estimator of U given the observation V= v.

(d) Find the MSE of each estimator in (a), (b), and (c).

(a) Find the MAP estimator of U given the observation V = v.

(b) Find the ML estimator of U given the observation V= v.

(c) Find the LMMSE estimator of U given the observation V= v.

(d) Find the MSE of each estimator in (a), (b), and (c).

## Answer to relevant Questions

Suppose a point in two- dimensional Cartesian space, (X, Y), is equally likely to fall anywhere on the semicircle defined by X2 + Y2 = 1and Y ≥ 0. Find the PDF of Y, fY (y). Repeat Exercise 6.32 using MAP estimators. Let X, Y, and Z be the random vectors. (a) Find the LMMSE estimator of given {Y= y, Z= z}. (b) Find the LMMSE estimator of given {Y= x, Z= z}. (c) Find the LMMSE estimator of ...Let X, Y and Z be a set of independent, zero- mean, unit- variance, Gaussian random variables. Form a new set of random variables according to U = X V = X + Y W = X + Y +Z. (a) Find the three one- dimensional marginal PDFs, ...A random vector is generated by rolling a die and observing the outcome. The components of the random vector are determined by successive rolls of the die. If the die is rolled two times: (a) List the possible realizations ...Suppose, X1, X2, Xn, is a sequence of IID positive random variables. Define Show that as n →∞, yn converges in distribution, and find the distribution to which it converges.Post your question