Let X be a random variable such that E[(X b) 2 ] exists for all real b.

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Let X be a random variable such that E[(X −b)2] exists for all real b. Show that E[(X − b)2] is a minimum when b = E(X).

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Introduction To Mathematical Statistics

ISBN: 9780321794710

7th Edition

Authors: Robert V., Joseph W. McKean, Allen T. Craig

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