Revision as of 16:22, 8 December 2008 by Mitche23 (Talk)

$ {y}_{\rm LMMSE}(x)=E[\theta]+\frac{COV(x,\theta)}{Var(x)}*(x-E[x]) $

Alumni Liaison

Recent Math PhD now doing a post-doctorate at UC Riverside.

Kuei-Nuan Lin