42 It follows from Proposition 5 1 and the fact that the best linear predictor of Y with respect to X is y p x (x x) that if E Y X a bX then a y p x x b p x y (Why ) Verify this directly ...

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42. It follows from Proposition 5.1 and the fact that the best linear predictor of Y with...

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42. It follows from Proposition 5.1 and the fact that the best linear predictor of Y with respect to X is µy + p σx (x - µx) that if E[Y|X] = a + bX then a = µy - p σx µx b = p σx σy

(Why?) Verify this directly.

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A First Course In Probability

ISBN: 9780137463145

5th Edition

Authors: Sheldon M. Ross

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Question Posted: Sep 14, 2024 05:01 AM

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42. It follows from Proposition 5.1 and the fact that the best linear predictor of Y with respect to X is y + p x (x - x) that if E[Y|X] = a + bX then a = y - p x x b = p x y (Why?) Verify this...
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42. It follows from Proposition 5.1 and the fact that the best linear predictor of Y with...

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A First Course In Probability

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