2. Problem: Random variables X, Y, Z follow the following rule: Z|X Y is N(u = XY, o? = (X+Y)2), where X, Y are jointly Normal with parameters P, ox, oy, PX, HY. (a) What is the MMSEE of Z given that X = 1, Y = 2? (b) What is the mean square error of your estimate above? (c) What is E(Z)? (d) Find Var(Z) (e) Find the power of Z

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