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X, Y, Z are zero mean correlated random variables with common correlation coefficient equal to -...

X, Y, Z are zero mean correlated random variables with common correlation coefficient equal to - 1/2 and all variances equal to one.

a. Find the best linear estimate of Z in terms of X and Y ?

b. Find the best linear estimator for X in terms of Y and Z?

c. What are the minimum mean square estimation errors in the above cases?

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