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Results tagged with probability
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user 32061
A probability provides a quantitative description of the likely occurrence of a particular event.
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Sequential linear estimation: Is MSE non-increasing?
Suppose we estimate $x$ from $y_1=ax+z_1$ and get $x_1$. Then suppose we receive $y_2=bx+z_2$ and reestimate $x$ using both $y_1$ and $y_2$ and get $x_2$. Is the means squared error (MSE) of $x_2$ al …
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