The R X Is Gaussian With Zero Mean And Unit Variance The R U Is Uniform U Lt 4 L

The r.v. x is Gaussian with zero mean and unit variance. The r.v. u is uniform, | u | < 4. Let y = x + u .

a) Find the lmse of x in terms of y .

b) Find the lmse of x in terms of y if | u | < 1

c) Do the answers in parts (a) and (b) make sense? Why?

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