Let Y1, Y2, Y3 be the observation of X. X and Y1,Y2,Y3 are all zero mean...

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Let Y1, Y2, Y3 be the observation of X. X and Y1,Y2,Y3 are all zero mean...

Let Y1, Y2, Y3 be the observation of X. X and Y1,Y2,Y3 are all zero mean real-valued random variables.

We are to design a linear estimator.

SOLUTION IS PROVIDED ON THE BOTTOM.

DON'T NEED TO SOLVE THE PROBLEM

MY ONLY QUESTION IS:

In part C, c = E[X]

Please explain why the inside cancels out and c becomes just E[X]

^This part

math Statistics-And-Probability

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Let Y1, Y2, Y3 be the observation of X. X and Y1,Y2,Y3 are all zero mean...

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