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(Solved): 3.19 A quadratic estimator Suppose Y has the N(0, 1) distribution and that X = |Y |. Find the estima ...



3.19 A quadratic estimator Suppose Y has the N(0, 1) distribution and that X = |Y |. Find the estimator for X of the form Xb = a+bY +cY 2 which minimizes the mean square error. (You can use the following numerical values: E[|Y |] = 0.8, E[Y 4 ] = 3, E[|Y |Y 2 ] = 1.6.)



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