Finding the Minimum Mean Square Estimator for Scalar Parameter w

[sant142]

I am not able to understand how to go about this problem:

Find the minimum mean square estimator for the scalar parameter w based
on the scalar observation z = ln w + n where
f(w) =1 if 0<=w<=1;
0 else:

and
f(n) =e^-n if n>= 0;
0 else

I did f(z/w) = (f(n)) /g'(n) at n = z- ln w

Am i wrong?

 

[chiro]

Hey sant142 and welcome to the forums.

Can you show us what estimator you got (as a function of a random sample I.I.D) and the calculations you obtained for the MSE (and proof that it is MMSE)?