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Linear Minimum Mean Square Estimator


New member
May 30, 2013
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:

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?

How to go about it?