z=v+e2
y=v+e1+e2
v, e1, e2 are normally distributed with means (u,0,0) and variances (sigma_v, sigma_e1, sigma_e2)
f=E(v|y, and z belong to NG) where NG is an unknown set that I wish to solve for.
a*E[(v-f)^2|z]<b determines the NG set.
How do I solve for the NG set? Thank you!