21 Let X be a random variable Prove that Var(X) min t E 4 (X t)2 5 Hint Let E(X) and look at the expansion of E 4 (X t)25 E 4 (X t)25 B ...

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21. Let X be a random variable. Prove that Var(X) = min t E 4 (X ...

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21. Let X be a random variable. Prove that Var(X) = min t E 4 (X − t)2 5 . Hint: Let µ = E(X) and look at the expansion of E 4 (X − t)25 = E 4 (X − µ + µ − t)25 . B

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Fundamentals Of Probability With Stochastic Processes

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Authors: Saeed Ghahramani

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21. Let X be a random variable. Prove that Var(X) = min t E 4 (X t)2 5 . Hint: Let = E(X) and look at the expansion of E 4 (X t)25 = E 4 (X + t)25 . B
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21. Let X be a random variable. Prove that Var(X) = min t E 4 (X ...

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Fundamentals Of Probability With Stochastic Processes

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