Magnitude of a signal received from a satellite


Assume that the magnitude of a signal received from a satellite is S=a+bV+W where V is a voltage which the satellite is measuring, a and b are constant, and W is a noise term. Suppose V and W are independent and normally distributed with means 0 and variances of v and w.

a) Find Corr(S,V)

b) Given that S=s, what is the distribution of V?

c) What is the best estimate of V given S=s?

d) If this estimate is used repeatedly for different values of S coming from a sequence of independent values of V and W with the given normal distributions, what is the long-run average absolute value of the error of estimation?

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Basic Statistics: Magnitude of a signal received from a satellite
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