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Mathematics, 04.04.2020 11:31 Korkot7633

X1 is normal with mean mu and variance sigma^2. X2 is normal with mean mu and variance 2sigma^2. Consider the estimator cX1 + (1-c)X2. For what value of c is the variance minimized?

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X1 is normal with mean mu and variance sigma^2. X2 is normal with mean mu and variance 2sigma^2. Con...
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