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SOLVED: (Prediction.) Let X be a random variable with finite second moment. We have seen that in the absence of additional information, the best predictor of X with the mean-square error is
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![statistics - Second moments (i.e E[X^2]) for this WSS random process - Electrical Engineering Stack Exchange](https://i.stack.imgur.com/RnSeL.png "statistics - Second moments (i.e E[X^2]) for this WSS random process - Electrical Engineering Stack Exchange")