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<math>{y}_{\rm LMMSE}(x)=E[\theta]+\frac{COV(x,\theta)}{Var(x)}*(x-E[x])</math> | <math>{y}_{\rm LMMSE}(x)=E[\theta]+\frac{COV(x,\theta)}{Var(x)}*(x-E[x])</math> | ||
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| + | ---- | ||
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| + | Question posed by Nicholas Browdues | ||
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| + | It's true that | ||
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| + | <math>E[XY]= \iint\limits_D xy f_{xy}(x,y)\, dx\,dy= \frac{4}{3} \int_{0}^{1}y (\int_{0}^{1} dx) dy =\frac{1}{3}</math> | ||
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| + | right? | ||
Revision as of 18:02, 9 December 2008
$ {y}_{\rm LMMSE}(x)=E[\theta]+\frac{COV(x,\theta)}{Var(x)}*(x-E[x]) $
Question posed by Nicholas Browdues
It's true that
$ E[XY]= \iint\limits_D xy f_{xy}(x,y)\, dx\,dy= \frac{4}{3} \int_{0}^{1}y (\int_{0}^{1} dx) dy =\frac{1}{3} $
right?
