3. Let X and Y have the joint distribution as indicated in the following table: X=0 X=1 |Y=0 1/3 0 Y=1 0 1/3 Y=2 1/3 0 a. Give Y, the linear MMSE estimate for Y given X. b. Give the MSE for Ŷ₁. c. Give YM, the MMSE estimate for Y given X. d. Give the MSE for ÎM.

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
icon
Related questions
Question
The image contains a problem and a table related to joint distribution in statistics. Here’s the transcription:

---

3. Let \( X \) and \( Y \) have the joint distribution as indicated in the following table:

\[
\begin{array}{c|ccc}
 & Y=0 & Y=1 & Y=2 \\
\hline
X=0 & 1/3 & 0 & 1/3 \\
X=1 & 0 & 1/3 & 0 \\
\end{array}
\]

a. Give \(\hat{Y}_L\), the linear MMSE (Minimum Mean Square Error) estimate for \( Y \) given \( X \).

b. Give the MSE (Mean Square Error) for \(\hat{Y}_L\).

c. Give \(\hat{Y}_M\), the MMSE estimate for \( Y \) given \( X \).

d. Give the MSE for \(\hat{Y}_M\).

---

**Explanation of the Table:**

The table presents the joint probability distribution of two random variables, \( X \) and \( Y \). The rows of the table represent different values of \( X \), while the columns represent different values of \( Y \). Each cell in the table shows the probability that \( X \) and \( Y \) take on the values specified by the respective row and column. 

- For \( X = 0 \), \( Y = 0 \) has a probability of \( \frac{1}{3} \), \( Y = 1 \) has a probability of \( 0 \), and \( Y = 2 \) has a probability of \( \frac{1}{3} \).

- For \( X = 1 \), \( Y = 0 \) has a probability of \( 0 \), \( Y = 1 \) has a probability of \( \frac{1}{3} \), and \( Y = 2 \) has a probability of \( 0 \).
Transcribed Image Text:The image contains a problem and a table related to joint distribution in statistics. Here’s the transcription: --- 3. Let \( X \) and \( Y \) have the joint distribution as indicated in the following table: \[ \begin{array}{c|ccc} & Y=0 & Y=1 & Y=2 \\ \hline X=0 & 1/3 & 0 & 1/3 \\ X=1 & 0 & 1/3 & 0 \\ \end{array} \] a. Give \(\hat{Y}_L\), the linear MMSE (Minimum Mean Square Error) estimate for \( Y \) given \( X \). b. Give the MSE (Mean Square Error) for \(\hat{Y}_L\). c. Give \(\hat{Y}_M\), the MMSE estimate for \( Y \) given \( X \). d. Give the MSE for \(\hat{Y}_M\). --- **Explanation of the Table:** The table presents the joint probability distribution of two random variables, \( X \) and \( Y \). The rows of the table represent different values of \( X \), while the columns represent different values of \( Y \). Each cell in the table shows the probability that \( X \) and \( Y \) take on the values specified by the respective row and column. - For \( X = 0 \), \( Y = 0 \) has a probability of \( \frac{1}{3} \), \( Y = 1 \) has a probability of \( 0 \), and \( Y = 2 \) has a probability of \( \frac{1}{3} \). - For \( X = 1 \), \( Y = 0 \) has a probability of \( 0 \), \( Y = 1 \) has a probability of \( \frac{1}{3} \), and \( Y = 2 \) has a probability of \( 0 \).
Expert Solution
steps

Step by step

Solved in 4 steps with 3 images

Blurred answer
Similar questions
Recommended textbooks for you
Advanced Engineering Mathematics
Advanced Engineering Mathematics
Advanced Math
ISBN:
9780470458365
Author:
Erwin Kreyszig
Publisher:
Wiley, John & Sons, Incorporated
Numerical Methods for Engineers
Numerical Methods for Engineers
Advanced Math
ISBN:
9780073397924
Author:
Steven C. Chapra Dr., Raymond P. Canale
Publisher:
McGraw-Hill Education
Introductory Mathematics for Engineering Applicat…
Introductory Mathematics for Engineering Applicat…
Advanced Math
ISBN:
9781118141809
Author:
Nathan Klingbeil
Publisher:
WILEY
Mathematics For Machine Technology
Mathematics For Machine Technology
Advanced Math
ISBN:
9781337798310
Author:
Peterson, John.
Publisher:
Cengage Learning,
Basic Technical Mathematics
Basic Technical Mathematics
Advanced Math
ISBN:
9780134437705
Author:
Washington
Publisher:
PEARSON
Topology
Topology
Advanced Math
ISBN:
9780134689517
Author:
Munkres, James R.
Publisher:
Pearson,