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For a random variable Y, if I want to use one number to minimize the expected L2 loss, which number should I choose? There are

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For a random variable Y, if I want to use one number to minimize the expected L2 loss, which number should I choose? There are n i.i.d. observations, denoted as y1,,yn. Which number should I choose if I want to minimize the sample average L2 loss

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