Let X be a random variable with density function fX Show, using elementary calculus, that the function 1060 (a) E((X a)2) takes its minimum value when a (X), and in that case (a) 2(X) ...

Let X be a random variable with density function fX. Show, using elementary calculus, that the function

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Let X be a random variable with density function fX. Show, using elementary calculus, that the function Ф(a) = E((X − a)2) takes its minimum value when a = μ(X), and in that case (a) = σ2(X).

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Probability With Applications and R

ISBN: 978-1118241257

1st edition

Authors: Robert P. Dobrow

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Question Posted: Apr 08, 2010 05:51 AM

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Let X be a random variable with density function fX. Show, using elementary calculus, that the function

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Probability With Applications and R

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