Question: Problem 3. Let X N N(0, 1) and W N Laplacer) be independent, and put Y 2: X + W. Find the best linear mean

Problem 3. Let X N N(0, 1) and W N Laplacer)

be independent, and put Y 2: X + W. Find the best

Problem 3. Let X N N(0, 1) and W N Laplacer) be independent, and put Y 2: X + W. Find the best linear mean squares estimator of X based on Y

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