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5. Let Y be an integrable random variable on a probability space (0, F, P) and let G be a sub-o-algebra of F. Based on

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5. Let Y be an integrable random variable on a probability space (0, F, P) and let G be a sub-o-algebra of F. Based on the information in 9, we can form the estimate E[Y G] of Y and define the error of the estimation Err = Y - ELY 9]. This is a random variable with expectation zero and some variance Var(Err). Let X be some other G-measurable random variable, which we can regard as another estimate of Y. Show that Var(Err)

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