Question: Please see the problem in the attachment. Consider three random variables X, Y, and Z, with known variances and covariances. Assume that Var(X) > 0,

Please see the problem in the attachment.

Please see the problem in the attachment. Consider three random variables X,

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) 7A Cat? (X, Y). (a) 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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