Question: 16. Let x = Y = 0, (I; 20%, =1 , and UXY = 0.5 . Define Z=X+Y. Derive an expression for the best Iinear

$16. Let \"x = \"Y = 0, (I; 20%, =1 ,$

16. Let \"x = \"Y = 0, (I; 20%, =1 , and UXY = 0.5 . Define Z=X+Y. Derive an expression for the best Iinear predictor of Y given Z? How would your answer change if, instead, X and Y were uncorrelated

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