Hi all,

I'm having some problems understanding the following question:

Given:

1) X and Y are two random variables where E(Y) = u (mean) and EY^2 < infinity

Show that the random variable f(x) that minimizes E[(Y-f(X))^2)|X] is

f(X) = E[Y|X]

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- March 17th 2009, 10:29 AMirvingj314Conditional Probability Problem Need Help
Hi all,

I'm having some problems understanding the following question:

Given:

1) X and Y are two random variables where E(Y) = u (mean) and EY^2 < infinity

Show that the random variable f(x) that minimizes E[(Y-f(X))^2)|X] is

f(X) = E[Y|X]