Question: 4. LMSE [5 point , 10 points] Consider three random variables X, Y, and Z, with known variances and covariances Assume that Var(X) > 0,

 4. LMSE [5 point , 10 points] Consider three random variables
X, Y, and Z, with known variances and covariances Assume that Var(X)

4. LMSE [5 point , 10 points] Consider three random variables X, Y, and Z, with known variances and covariances Assume that Var(X) > 0, Var(Y) > 0, and that Var(X)Var(Y) 96 Cov2(X, Y). (8.) Give a formula for LMSE of Z based on X and Y, assuming X and Y are uncorrelated,. _ (b) Give a. formula for LMSE of Z based on X and Y in the general case

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