Let X be a random variable with finite mean Define for every real number a, g(a) E (X a)2 Show That g (a) E (X )2 (a)2 What is another name for min g(a) ...

EXa 2 EX u u a 2 EX u 2 E u a 2 ...

Let X be a random variable with finite mean . Define for every real number a, g(a)=

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Let X be a random variable with finite mean μ. Define for every real number a, g(a)= E [(X −a)2]. Show That
g (a)= E[(X −μ)2]+(μ−a)2.
What is another name for min g(a)?

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Introduction To Mathematical Statistics And Its Applications

ISBN: 9780321693945

5th Edition

Authors: Richard J. Larsen, Morris L. Marx

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Question Posted: Dec 20, 2015 03:20 AM

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Let X be a random variable with finite mean . Define for every real number a, g(a)=

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