Problem: In a Gaussian variable experiment, random variables X, Y, Zfollow the rule: X, Y |Z are jointly normal with parameters mx|z, my|z, σx|z, σy|z, ρx,y|z(all functions of z, in general).(a) What is the pdf fx|z(x|z)?(b) What is the MMSE of x|y, z?(c) What is the MSE of the MMSE in (b)?(d) Find ρx,y, in terms of parameters of z,by using the chain rule(e) Find the MMSE of x|z(f) Are x, y, z jointly Gaussian? Explain.(g) When do x, y|z become independent?

Glencoe Algebra 1, Student Edition, 9780079039897, 0079039898, 2018
18th Edition
ISBN:9780079039897
Author:Carter
Publisher:Carter
Chapter10: Statistics
Section10.1: Measures Of Center
Problem 9PPS
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 Problem: In a Gaussian variable experiment, random variables X, Y, Z
follow the rule: X, Y |Z are jointly normal with parameters mx|z, my|z, σx|z, σy|z, ρx,y|z
(all functions of z, in general).
(a) What is the pdf fx|z(x|z)?
(b) What is the MMSE of x|y, z?
(c) What is the MSE of the MMSE in (b)?
(d) Find ρx,y, in terms of parameters of z,by using the chain rule
(e) Find the MMSE of x|z
(f) Are x, y, z jointly Gaussian? Explain.
(g) When do x, y|z become independent?

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