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]
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]