Let 4 - -2 1 A = 4 0. 1 6. -1 8 -4 2 Suppose that we observe y = Ax + e 2 - 4 5

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Chapter1: Combinatorial Analysis
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Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
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Let
[2
4
-1
1 -2
1
A =
1
6.
-1
|
8 -4
2
Suppose that we observe
y = Ax + e
where
6.1709
-1.6492
6.6345
13.8419
4.9064
and e has covariance matrix
1/3 1/9 1/27 1/81]
1/3
1
1/3
1/3
1/27 1/9 1/3
1/9 1/27
R = | 1/9
1/3
1
1/9
1
1/3
[1/81 1/27 1/9
1/3
1
1. Find the best linear unbiased estimate blue of a.
2. What is the mean squared error of your estimate E[||x – âblue ||2]?
Transcribed Image Text:Let [2 4 -1 1 -2 1 A = 1 6. -1 | 8 -4 2 Suppose that we observe y = Ax + e where 6.1709 -1.6492 6.6345 13.8419 4.9064 and e has covariance matrix 1/3 1/9 1/27 1/81] 1/3 1 1/3 1/3 1/27 1/9 1/3 1/9 1/27 R = | 1/9 1/3 1 1/9 1 1/3 [1/81 1/27 1/9 1/3 1 1. Find the best linear unbiased estimate blue of a. 2. What is the mean squared error of your estimate E[||x – âblue ||2]?
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