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# Suppose we have two noisy observations y = x + w y =x +w where xin]; n-0, is a unknown constant, and where wO] and w are statistically independ...

## Question

###### Suppose we have two noisy observations y = x + w y =x +w where xin]; n-0, is a unknown constant, and where wO] and w are statistically independent Gaussian random variables. Assume, w[O]~N(0,1)N(0,1) if x 2 0 w~ N(0,2) if x < 0.Consider the estimatorsx = (1/2) (y y)x = (2/3) y (1/3) yCalculate the Cramer-Rao bound for unbiased estimation of xin] based on [y[0J] observation of LylShow that a minimum variance unbiased estimator does not exist:

Suppose we have two noisy observations y = x + w y =x +w where xin]; n-0, is a unknown constant, and where wO] and w are statistically independent Gaussian random variables. Assume, w[O]~N(0,1) N(0,1) if x 2 0 w~ N(0,2) if x < 0. Consider the estimators x = (1/2) (y y) x = (2/3) y (1/3) y Calculate the Cramer-Rao bound for unbiased estimation of xin] based on [y[0J] observation of Lyl Show that a minimum variance unbiased estimator does not exist:  #### Similar Solved Questions

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