Can anybody tell me why
E(f hat (x) - f(x))^2
= E(f hat (x) - f(x))^2 + var f hat (x)
Thanks.
BUT the problem here is understanding what a statistic is and what a parameter is.
A parameter is NOT a function of the data, X. A statistic is a function of X.
http://www.mathhelpforum.com/math-he...ror-proof.html