- 7

"

X BLE = aY + b = X + XY
) (Y Y
2
Y

})

2
= X2 XY2
Y

({

Var{ } = E{ 2 } = E X X

E { (aY + b )} = 0

a, b


, ,
 .

:
:
1
BLE = X + C XY CYY (Y

) Y


.

1
C XX C XY CYY
CYX

= } ) C = E{( X X BLE )( X X BLE

T

: '

E aiYi + b = 0

i =1
n

ai , b

1
:
- X X ~ N X , X2

N1

- N i N1 ~ N 0, 12 ; N 2 ~ N 0, 22
N
i X -" .
. X . Y1 ,Y2

Y1

Y2

N2

 . " , .
:

1
X opt = X BLE = X + C XY CYY
Y Y

] . Y = [Y1 Y2
. : 6 :
T

X 1 0 0 X
V = Y1 = 1 1 0 N1
Y2 1 0 1 N 2
: V

C XY

C XX

1 2

XY
YY
Y2

XY
Y2
Y Y

2 1

X2

= Y1 X
Y X
2

CVV
CYX

CYY

" CVV .
T
V ] N 2

X2
X2

+ 22

X2

X2 + 12
X2
X2

0 1 1 1 X2

0 0 1 0 = X2
22 0 0 1 X2

12
0

W [X :

N1

2
1 0 0 X

= ACWW AT = 1 1 0 0
1 0 1 0

CVV

) " ( :

Y = X
X
:
2
2
X2 Y1 X
1
1
2
2 X + 2

X BLE = X + C XY CYY Y Y = X + 2 2
X X

=
2
X 1 + 22 + 12 22
X2 + 12 Y2 X
X
Y1 X Y2 X
+ 2 2
X2 22
X1
1
2
2
2
2 Y1 X
= X + 2 2
= X + 2 2
=
X 2 X1

2
2 2
2
X 1 + 2 + 12 22
X 1 + 2 + 1 2
Y2 X

Y2 X

22
1

22
:

+
1

2
1

Y1 X
2
1

2
X

= X +

2
, 1 Y1 ,
2
X

) (Y2 X
+ 22
2
, 2 Y2 ,
2
) . X opt = X + 2 X 2 (Y1 X
X +1

, 12 , 22 , . X opt = X

, 12 22 , 12 X2 Y1. X opt = Y1 ,

, 22 12 , 22 X2 Y2. X opt = Y2 ,

, 12 , 22 X2 ,

2
X

. X opt = X +

) (Y1 X ) + (Y2 X
12 +
2
1
2
2

2
2

, X opt = X + , ,

Y1 + Y2
12 = 22
2

= . X opt

2
- A" ) 1- ,1+ ( X , X ~ N (0, ) , A -".
2

. Y = A + X
.

A ) Y .( A1

A ) Y .( A 2

. . :

af (a | y )da
A|Y

= } A opt = E{A | Y

) f AY (a, y ) f Y | A ( y | a ) f A (a
=
)fY ( y
)fY (y

= ) f A|Y (a | y

Y - . ." ,
. . :

1
])[ f X ( y 1) + f X ( y + 1
2

= ) f Y ( y ) = f X ( x ) f A (a

1
f A ( a ) = ( a 1) + ( a + 1)
2
   ,"  .|  ~
,   ::
3

) fY | A ( y | a

( a 1) + ( a + 1)
f X ( y 1) + f X ( y + 1)
:
) fY | A ( y | a
= ( a 1) + ( a + 1) da
y 1 + f y + 1

) (
)f X ( y + 1) fY | A ( y + 1
)f X ( y 1) + f X ( y + 1
X

y
= tanh 2

1
2

+ e

( af ( a | y ) da = a f
A|Y

( y 1)2

= Aopt

)f X ( y 1) + f X ( y + 1

2
2

) fY ( y

)fY | A ( y |1) fY | A ( y | 1

=
y

) fY | A ( y | a ) f A ( a

= ) f A|Y ( a | y

1
2 2

( y +1)2
2

+ e 2

( y +1)2

1
2 2

( y 1)2
2

e 2

Y
A1 = Aopt = tanh 2

. "

) = A + AY2 (Y Y
Y

A BLE

A = 0
Y = X + A = 0

AY = E{AY } = E {A 2 + AX } = E {A 2 } + E{A}E{X } = E {A 2 } = 1

Y2 = E {Y 2 } = E ( A + X )2 = E {A 2 } + 2 E{A}E{X } + E {X 2 } = 1 + 2
:

1
Y
1+ 2

= A 2 = A BLE

3

," 0 .1  " 0 1
..  
  :
. 

.
.   . -

, ?

= X opt = E [ X | Y = ] = E E [ X | Y = , A] | Y =
= } E [ X | Y = , A = 0] P { A = 0 | Y = } + E [ X | Y = , A = 1] P { A = 1| Y =
= } E [ X | Z = ] P { A = 0 | Y = } + E [ X | X + Z = ] P { A = 1| Y =

X2
= } P { A = 1| Y =
X2 + N2

0 P{A = 0 | Y = } +
1
} P { A = 1| Y =
2

6 ] . E [ X | X + Z =
} : P { A = 1| Y =

}fY | A ( | A = 1) P { A = 1
}fY | A ( | A = 1) P { A = 1} + fY | A ( | A = 0 ) P { A = 0
1
1
2
4

1 + 2e

1
1
2
2
1
2
4

= }P { A = 1

1
=
) fZ (

1+ 2

) f X +Z (

1+

)fY | A ( | A = 1
) fY (
) f X +Z (

= } P { A = 1| Y =

) f X +Y ( ) + f Z (

1
1
2
4

1 + 2e

1
= X opt
2

. . :
0
1

 
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