In general, the mean-squared prediction error is defined in Eq. (11.36) as...

In general, the mean-squared prediction error is defined in Eq. (11.36) as

(a) Expand Eq. (P11.2-1) and use the fact that to show that

(b) Show that for the optimum predictor coefficients, which satisfy Eqs. (11.20), Eq. (P11.2- 2) becomes