2 2. Suppose that X Uniform (0.5,1) and Y Bernoulli (x), that isk P(Y = 1|X = x) = x P(Y=0|X = x) = (1 − x) P(Y=y|X = x) = 0 when y # 0,1 a. Find P(Y = 0) and P (Y = 1) b. Find ƒ(X|Y)(X|Y = y) for y = 0,1 c. Find the MMSE estimate XM of X given Y d. Find the MSE for the estimator X you computed in c. M e. Find the linear MMSE estimate XL of X given Y.

A First Course in Probability (10th Edition)
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ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
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Certainly! Here is the transcription of the text for an educational website:

---

**Problem 2:**

Suppose that \( X \sim \text{Uniform}(0.5,1) \) and \( Y \sim \text{Bernoulli}(x) \), that is:

\[
P(Y=1 \mid X=x) = x
\]
\[
P(Y=0 \mid X=x) = (1-x)
\]
\[
P(Y=y \mid X=x) = 0 \text{ when } y \neq 0,1
\]

a. Find \( P(Y=0) \) and \( P(Y=1) \).

b. Find \( f(X \mid Y)(X \mid Y=y) \) for \( y=0,1 \).

c. Find the MMSE estimate \( \hat{X}_M \) of \( X \) given \( Y \).

d. Find the MSE for the estimator \( \hat{X}_M \) you computed in c.

e. Find the linear MMSE estimate \( \hat{X}_L \) of \( X \) given \( Y \).

--- 

Feel free to use or adapt this transcription for educational purposes!
Transcribed Image Text:Certainly! Here is the transcription of the text for an educational website: --- **Problem 2:** Suppose that \( X \sim \text{Uniform}(0.5,1) \) and \( Y \sim \text{Bernoulli}(x) \), that is: \[ P(Y=1 \mid X=x) = x \] \[ P(Y=0 \mid X=x) = (1-x) \] \[ P(Y=y \mid X=x) = 0 \text{ when } y \neq 0,1 \] a. Find \( P(Y=0) \) and \( P(Y=1) \). b. Find \( f(X \mid Y)(X \mid Y=y) \) for \( y=0,1 \). c. Find the MMSE estimate \( \hat{X}_M \) of \( X \) given \( Y \). d. Find the MSE for the estimator \( \hat{X}_M \) you computed in c. e. Find the linear MMSE estimate \( \hat{X}_L \) of \( X \) given \( Y \). --- Feel free to use or adapt this transcription for educational purposes!
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