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Linear MMSE

  1. May 30, 2013 #1
    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?
     
  2. jcsd
  3. May 31, 2013 #2

    chiro

    User Avatar
    Science Advisor

    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)?
     
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