Question: Let X be a continuous random variable with the following PDF We also know that Find the MMSE estimate of X, given Y = y

Let X be a continuous random variable with the following PDFfx(x) = 2x 0 if 0 x 1 otherwise

We also know thatfy|x(yx) = 2xy = x + 1 - 0 if 0 y 1 otherwise

Find the MMSE estimate of X, given Y = y is observed.

fx(x) = 2x 0 if 0 x 1 otherwise

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