Assume that Y_n=X+W_n, where X is standard Gaussian random variable N(0,1) and W_n is white noise WN(0,4). Let the prediction formula is W_0*=aY_0. The value of a is A 0 B 4/5 1 D 4

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Assume that Y_n=X+W_n, where X is standard Gaussian random variable N(0,1) and W_n is white noise WN(0,4).
Let the prediction formula is W_0*=aY_0. The value of a is
A 0
В
4/5
с 1
D 4
Transcribed Image Text:Assume that Y_n=X+W_n, where X is standard Gaussian random variable N(0,1) and W_n is white noise WN(0,4). Let the prediction formula is W_0*=aY_0. The value of a is A 0 В 4/5 с 1 D 4
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