Determine the minimum variance unbiased estimator of the mean of N identically distributed random variables for the
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Determine the minimum variance unbiased estimator of the mean of N identically distributed random variables for the case where the N random variables are correlated (with covariance matrix C). Explain why the solution is not very realistic in practice.
Related Book For
Probability and Stochastic Processes A Friendly Introduction for Electrical and Computer Engineers
ISBN: 978-1118324561
3rd edition
Authors: Roy D. Yates, David J. Goodman
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