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Problem: Random variable XY is Gaussian with mean Y, variance 2Y, where Y is an exponential r.v. with parameter . Find: (a) E(XY) (b) E(X2Y) (c) E(X2Y2) (d) E((Xmx)2(Ymy)) (e) (f) MMSEE of XY=0.5 (g) MSE of MMSEE of XY=0.5 (h) MMSEE of X2Y.

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Problem: Random variable XY is Gaussian with mean Y, variance 2Y, where Y is an exponential r.v. with parameter . Find: (a) E(XY) (b) E(X2Y) (c) E(X2Y2) (d) E((Xmx)2(Ymy)) (e) (f) MMSEE of XY=0.5 (g) MSE of MMSEE of XY=0.5 (h) MMSEE of X2Y

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