=+34.10. (a) Show that, if CS2 and E[X2] < >>, then E[X - E[X]/2])2] < EUX -

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=+34.10.

(a) Show that, if CS2 and E[X2] < >>, then E[X - E[X]/2])2] < EUX

- E[X||SD2]. The dispersion of X about its conditional mean becomes smaller as the o-field grows.

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Probability And Measure Wiley Series In Probability And Mathematical Statistics

ISBN: 9788126517718

3rd Edition

Authors: Patrick Billingsley

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Question Posted: Sep 11, 2024 03:01 AM

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=+34.10. (a) Show that, if CS2 and E[X2] < >>, then E[X - E[X]/2])2] < EUX -

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Probability And Measure Wiley Series In Probability And Mathematical Statistics

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