Let X and Y be random variables with finite means. Show that min g(x) E(Y−g(X))^2=E(Y−E(Y|X))^2 Hint:...

Let X and Y be random variables with finite means. Show that

min g(x) E(Y−g(X))^2=E(Y−E(Y|X))^2

Hint: a−b = a−c+c−b

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Note-if there is any understanding problem regarding this please feel free to ask via comment box..thank you

orchestra answered 1 year ago

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