Question: Suppose that y = $1 + $2 + - - - + :35 + z, where: o 3:1,...,:C5,ZER. o 2: is independent of all the

Suppose that y = $1 + $2 + - - - + :35 + z, where: o 3:1,...,:C5,ZER. o 2: is independent of all the 3:53 and has a Gaussian distribution with mean 1 and variance 1. (a) We Wish to express 3; as a linear function of 11:1, . . . ,335. What is the linear function that minimizes MSE? (b) What is the mean squared error of the function in (a)

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